+43.7%
WSM vs ACM
-12.8%
+56.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -3.2% | +5.1% | -8.3% | -4.7% |
| 30D | +4.6% | +18.7% | -14.0% | -0.2% |
| 3M | +2.4% | +15.5% | -13.0% | -1.8% |
| 6M | +43.7% | +1.2% | +42.5% | +42.9% |
| All | +43.7% | -12.8% | +56.5% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling