-44.0%
ACN vs WSM
+182.5%
-226.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.3% | +2.6% | -8.9% | -6.9% |
| 30D | -1.4% | -9.3% | +7.9% | +0.6% |
| 3M | +2.6% | +7.1% | -4.5% | +0.8% |
| 6M | -14.3% | +21.7% | -36.0% | -18.3% |
| YTD | -33.1% | +28.7% | -61.9% | -37.0% |
| 1Y | -28.8% | +13.9% | -42.7% | -31.3% |
| 3Y | -43.0% | +232.2% | -275.1% | -60.7% |
| 5Y | -44.0% | +176.4% | -220.4% | -62.2% |
| All | -44.0% | +182.5% | -226.5% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling