+1,766.1%
WST vs ACM
+233.3%
+1,532.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | -3.1% | +5.4% | -8.5% | -4.5% |
| 30D | +9.1% | +15.1% | -6.0% | +4.8% |
| 3M | +14.7% | -10.5% | +25.2% | +17.5% |
| 6M | +28.0% | -19.7% | +47.7% | +34.5% |
| YTD | +45.6% | -28.8% | +74.5% | +57.5% |
| 1Y | +45.7% | -47.9% | +93.5% | +71.7% |
| 3Y | +21.1% | -12.4% | +33.4% | +21.9% |
| 5Y | +0.3% | +0.6% | -0.2% | -3.2% |
| 10Y | +449.0% | +161.3% | +287.8% | +277.4% |
| All | +1,766.1% | +233.3% | +1,532.8% | +1,022.4% |
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