+523.5%
WDC vs ACI
-41.7%
+565.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.8% |
| 7D | -28.0% | -2.2% | -25.7% | -28.0% |
| 30D | -34.9% | +10.3% | -45.2% | -34.4% |
| 3M | -41.6% | +7.2% | -48.8% | -41.1% |
| 6M | -45.4% | -18.0% | -27.4% | -45.1% |
| YTD | +53.3% | -22.0% | +75.3% | +53.9% |
| 1Y | +61.5% | -23.4% | +84.9% | +62.4% |
| 3Y | +712.3% | -35.8% | +748.2% | +729.6% |
| All | +523.5% | -41.7% | +565.1% | +523.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling