+1,970.6%
WSM vs ACM
+230.8%
+1,739.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -3.3% | -3.7% | +0.5% | -1.4% |
| 30D | -8.4% | -11.1% | +2.7% | -3.6% |
| 3M | +9.7% | -8.0% | +17.6% | +13.2% |
| 6M | +16.7% | -29.7% | +46.3% | +37.0% |
| YTD | +28.7% | -29.4% | +58.1% | +49.9% |
| 1Y | +13.7% | -46.4% | +60.1% | +51.5% |
| 3Y | +230.1% | -22.3% | +252.4% | +263.6% |
| 5Y | +179.0% | +4.5% | +174.5% | +163.1% |
| 10Y | +1,002.5% | +127.6% | +874.9% | +570.3% |
| All | +1,970.6% | +230.8% | +1,739.8% | +851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling