-1.3%
WST vs ACM
+0.5%
-1.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +4.9% | +5.1% | -0.2% | +3.2% |
| 30D | +10.7% | +18.7% | -8.0% | +4.6% |
| 3M | +16.8% | +15.5% | +1.4% | +10.8% |
| 6M | +32.0% | +1.2% | +30.8% | +29.8% |
| YTD | +49.9% | -25.2% | +75.2% | +64.1% |
| 1Y | +50.6% | -46.3% | +96.9% | +90.4% |
| 3Y | +21.4% | -9.6% | +31.0% | +15.9% |
| All | -1.3% | +0.5% | -1.9% | -12.9% |
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