-25.4%
WST vs ACM
+5.0%
-30.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.7% | -3.7% | +4.5% | +1.9% |
| 30D | -3.1% | -11.1% | +8.0% | +0.2% |
| 3M | +7.2% | -8.0% | +15.2% | +9.3% |
| 6M | +36.8% | -29.7% | +66.5% | +53.5% |
| YTD | +23.8% | -29.4% | +53.2% | +37.6% |
| 1Y | +37.8% | -46.4% | +84.2% | +70.8% |
| 3Y | -15.9% | -22.3% | +6.5% | -13.3% |
| All | -25.4% | +5.0% | -30.4% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling