+152.3%
ACN vs WSM
+1,131.4%
-979.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.1% |
| 7D | -3.8% | 0.0% | -3.8% | -3.9% |
| 30D | +16.5% | +5.1% | +11.4% | +15.2% |
| 3M | +41.5% | +5.1% | +36.4% | +39.7% |
| 6M | +60.1% | +48.6% | +11.5% | +45.7% |
| YTD | -3.9% | +44.2% | -48.1% | -12.1% |
| 1Y | +4.1% | +38.1% | -34.0% | -3.9% |
| 3Y | -15.9% | +257.2% | -273.1% | -41.4% |
| 5Y | -26.3% | +165.1% | -191.4% | -47.0% |
| All | +152.3% | +1,131.4% | -979.0% | +15.6% |
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