+1,486.8%
WST vs ACM
+230.8%
+1,256.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.7% | -3.7% | +4.5% | +1.8% |
| 30D | -3.1% | -11.1% | +8.0% | -0.4% |
| 3M | +7.2% | -8.0% | +15.2% | +8.9% |
| 6M | +36.8% | -29.7% | +66.5% | +49.4% |
| YTD | +23.8% | -29.4% | +53.2% | +34.4% |
| 1Y | +37.8% | -46.4% | +84.2% | +61.4% |
| 3Y | -15.9% | -22.3% | +6.5% | -12.2% |
| 5Y | -25.8% | +4.5% | -30.3% | -29.2% |
| 10Y | +319.6% | +127.6% | +192.0% | +200.4% |
| All | +1,486.8% | +230.8% | +1,256.0% | +858.3% |
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 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