+179.0%
WSM vs ACM
+4.8%
+174.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -3.0% | +3.0% | -6.0% | -4.6% |
| 30D | +10.1% | +19.7% | -9.6% | -0.7% |
| 3M | +4.9% | +5.3% | -0.4% | +1.0% |
| 6M | +49.8% | -10.8% | +60.6% | +57.2% |
| YTD | +48.7% | -25.1% | +73.8% | +73.1% |
| 1Y | +38.7% | -45.8% | +84.5% | +101.3% |
| 3Y | +269.5% | -9.4% | +278.9% | +260.6% |
| 5Y | +179.0% | +4.8% | +174.2% | +139.0% |
| All | +179.0% | +4.8% | +174.2% | +139.0% |
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