+2,288.6%
WSM vs ACM
+252.7%
+2,035.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | +3.1% | +6.6% | -3.5% | -0.1% |
| 30D | +8.5% | +19.8% | -11.3% | -0.9% |
| 3M | +4.6% | -3.1% | +7.7% | +5.2% |
| 6M | +44.5% | -11.5% | +56.1% | +50.9% |
| YTD | +48.4% | -24.7% | +73.1% | +67.1% |
| 1Y | +36.2% | -45.1% | +81.2% | +79.1% |
| 3Y | +268.8% | -8.9% | +277.6% | +274.7% |
| 5Y | +185.2% | +5.4% | +179.9% | +168.6% |
| 10Y | +1,175.8% | +131.1% | +1,044.8% | +669.6% |
| All | +2,288.6% | +252.7% | +2,035.8% | +960.2% |
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 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