+88.5%
WDC vs ACI
-23.3%
+111.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -5.3% |
| 7D | +12.1% | +2.3% | +9.8% | +13.1% |
| 30D | -18.8% | +1.2% | -20.0% | -17.9% |
| 3M | -39.3% | +6.8% | -46.1% | -36.7% |
| 6M | -40.1% | -18.7% | -21.4% | -41.2% |
| YTD | +71.8% | -20.2% | +92.0% | +67.4% |
| 1Y | +88.5% | -23.7% | +112.2% | +82.3% |
| All | +88.5% | -23.3% | +111.8% | +82.3% |
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