+24.2%
WST vs ACM
-9.1%
+33.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | +4.2% | +5.6% | -1.4% | +3.1% |
| 30D | +11.2% | +20.8% | -9.6% | +7.1% |
| 3M | +20.4% | +11.4% | +9.0% | +17.5% |
| 6M | +37.9% | +0.9% | +36.9% | +36.8% |
| YTD | +51.8% | -24.8% | +76.6% | +62.0% |
| 1Y | +56.6% | -46.4% | +103.1% | +86.9% |
| 3Y | +24.2% | -9.2% | +33.4% | +22.7% |
| All | +24.2% | -9.1% | +33.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling