+20.3%
WM vs ACI
-23.4%
+43.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.5% |
| 7D | +1.2% | -2.2% | +3.4% | +1.6% |
| 30D | +13.1% | +10.3% | +2.8% | +11.7% |
| 3M | +3.6% | +7.2% | -3.6% | +2.7% |
| 6M | +8.1% | -18.0% | +26.1% | +11.1% |
| YTD | +8.9% | -22.0% | +30.9% | +13.0% |
| 1Y | +20.3% | -23.4% | +43.7% | +25.7% |
| All | +20.3% | -23.4% | +43.7% | +25.7% |
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