+48.3%
WAB vs ACI
-35.6%
+83.9%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.6% |
| 7D | +0.2% | -5.0% | +5.3% | -0.1% |
| 30D | -4.6% | -2.3% | -2.2% | -4.7% |
| 3M | +5.6% | -23.2% | +28.8% | +4.4% |
| 6M | +13.8% | -29.5% | +43.3% | +12.3% |
| YTD | +31.9% | -28.6% | +60.5% | +29.6% |
| 1Y | +48.3% | -34.0% | +82.3% | +42.7% |
| All | +48.3% | -35.6% | +83.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling