+176.4%
WSM vs ACM
+2.7%
+173.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.6% |
| 7D | +2.6% | -3.7% | +6.3% | +4.7% |
| 30D | -9.3% | -12.7% | +3.4% | -2.9% |
| 3M | +7.1% | -9.8% | +16.9% | +12.2% |
| 6M | +21.7% | -31.4% | +53.1% | +49.5% |
| YTD | +28.7% | -32.1% | +60.8% | +57.6% |
| 1Y | +13.9% | -47.8% | +61.7% | +64.3% |
| 3Y | +232.2% | -22.1% | +254.2% | +258.3% |
| 5Y | +176.4% | +1.8% | +174.6% | +158.6% |
| All | +176.4% | +2.7% | +173.6% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling