+156.6%
WM vs ACI
+39.5%
+117.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.2% |
| 7D | +5.9% | +4.5% | +1.4% | +5.4% |
| 30D | +15.4% | +20.9% | -5.5% | +13.1% |
| 3M | +6.3% | +15.2% | -8.9% | +4.7% |
| 6M | +5.6% | -13.3% | +18.9% | +6.6% |
| YTD | +9.9% | -16.2% | +26.1% | +11.3% |
| 1Y | +20.8% | -16.9% | +37.7% | +22.4% |
| 3Y | +48.5% | -30.8% | +79.4% | +52.8% |
| 5Y | +60.6% | -39.4% | +100.0% | +64.7% |
| All | +156.6% | +39.5% | +117.0% | +151.6% |
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