+59.7%
WM vs ACI
-43.3%
+103.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.5% |
| 7D | +1.2% | -2.2% | +3.4% | +1.5% |
| 30D | +13.1% | +10.3% | +2.8% | +11.4% |
| 3M | +3.6% | +7.2% | -3.6% | +2.5% |
| 6M | +8.1% | -18.0% | +26.1% | +10.7% |
| YTD | +8.9% | -22.0% | +30.9% | +12.2% |
| 1Y | +20.3% | -23.4% | +43.7% | +24.3% |
| 3Y | +46.2% | -35.8% | +82.0% | +54.7% |
| All | +59.7% | -43.3% | +103.1% | +67.5% |
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