+12.0%
WSM vs ACM
-48.9%
+60.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +0.4% | -5.9% | +6.3% | +2.2% |
| 30D | -10.7% | -6.2% | -4.5% | -9.1% |
| 3M | +8.5% | -7.9% | +16.4% | +10.7% |
| 6M | +19.6% | -30.6% | +50.2% | +33.6% |
| YTD | +26.6% | -33.3% | +59.9% | +43.2% |
| 1Y | +12.0% | -49.2% | +61.1% | +38.2% |
| All | +12.0% | -48.9% | +60.8% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling