+1,420.1%
WDC vs ACI
+25.9%
+1,394.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +5.9% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | -10.0% | +5.9% | -15.9% | -9.9% |
| 3M | -18.8% | -19.8% | +1.0% | -18.5% |
| 6M | +79.0% | -24.7% | +103.8% | +79.7% |
| YTD | +171.6% | -24.4% | +195.9% | +172.3% |
| 1Y | +417.4% | -31.5% | +448.9% | +422.2% |
| 3Y | +1,251.8% | -38.7% | +1,290.5% | +1,273.8% |
| 5Y | +911.7% | -42.8% | +954.5% | +918.5% |
| All | +1,420.1% | +25.9% | +1,394.2% | +1,384.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling