+86.8%
ACN vs WSM
+1,058.9%
-972.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -7.9% | +0.4% | -8.3% | -8.0% |
| 30D | -1.1% | -10.7% | +9.7% | +1.4% |
| 3M | +5.6% | +8.5% | -2.9% | +3.4% |
| 6M | -9.9% | +19.6% | -29.6% | -14.0% |
| YTD | -32.3% | +26.6% | -58.9% | -36.2% |
| 1Y | -25.3% | +12.0% | -37.3% | -27.9% |
| 3Y | -42.3% | +226.6% | -268.9% | -59.1% |
| 5Y | -43.5% | +174.1% | -217.6% | -59.8% |
| All | +86.8% | +1,058.9% | -972.1% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling