-40.6%
ACI vs WWD
+188.4%
-228.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.6% |
| 30D | +9.5% | -0.4% | +10.0% | +9.5% |
| 3M | +10.1% | -6.1% | +16.2% | +10.4% |
| 6M | -15.4% | -9.5% | -5.9% | -15.2% |
| YTD | -19.5% | +10.8% | -30.4% | -21.4% |
| 1Y | -21.0% | +23.5% | -44.5% | -23.8% |
| 3Y | -31.2% | +151.3% | -182.5% | -40.0% |
| 5Y | -40.6% | +187.8% | -228.4% | -51.0% |
| All | -40.6% | +188.4% | -228.9% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling