+2,186.5%
WSM vs ACM
+250.2%
+1,936.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -3.2% | +5.1% | -8.3% | -5.6% |
| 30D | +4.6% | +18.7% | -14.0% | -3.9% |
| 3M | +2.4% | +15.5% | -13.0% | -5.2% |
| 6M | +43.7% | +1.2% | +42.5% | +40.8% |
| YTD | +42.1% | -25.2% | +67.3% | +60.5% |
| 1Y | +32.3% | -46.3% | +78.5% | +76.0% |
| 3Y | +253.0% | -9.6% | +262.6% | +260.1% |
| 5Y | +161.3% | +4.4% | +156.9% | +147.2% |
| 10Y | +1,105.9% | +129.3% | +976.6% | +630.3% |
| All | +2,186.5% | +250.2% | +1,936.4% | +918.7% |
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