+1,030.8%
WSM vs ACM
+131.7%
+899.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.7% |
| 7D | +0.4% | -5.9% | +6.3% | +3.9% |
| 30D | -10.7% | -6.2% | -4.5% | -8.1% |
| 3M | +8.5% | -7.9% | +16.4% | +12.2% |
| 6M | +19.6% | -30.6% | +50.2% | +44.5% |
| YTD | +26.6% | -33.3% | +59.9% | +55.2% |
| 1Y | +12.0% | -49.2% | +61.1% | +60.0% |
| 3Y | +226.6% | -23.5% | +250.1% | +263.8% |
| 5Y | +174.1% | +0.9% | +173.2% | +158.0% |
| All | +1,030.8% | +131.7% | +899.1% | +554.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling