+451.4%
WST vs ACM
+147.1%
+304.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.2% | -1.9% | +1.9% |
| 7D | +1.3% | +6.9% | -5.6% | -0.5% |
| 30D | +12.9% | +19.1% | -6.2% | +7.6% |
| 3M | +16.7% | -6.9% | +23.6% | +18.3% |
| 6M | +26.8% | -12.0% | +38.9% | +30.0% |
| YTD | +50.5% | -25.1% | +75.6% | +60.7% |
| 1Y | +52.9% | -45.4% | +98.3% | +78.8% |
| 3Y | +23.9% | -6.9% | +30.8% | +22.6% |
| 5Y | +1.0% | +3.7% | -2.7% | -3.3% |
| 10Y | +451.4% | +135.8% | +315.6% | +317.3% |
| All | +451.4% | +147.1% | +304.3% | +317.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling