+152.3%
ACN vs BWA
+94.2%
+58.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.8% | +4.3% | -8.1% | -4.8% |
| 30D | +16.5% | -13.0% | +29.5% | +19.9% |
| 3M | +41.5% | -24.8% | +66.3% | +50.1% |
| 6M | +60.1% | -23.5% | +83.6% | +67.1% |
| YTD | -3.9% | +13.8% | -17.8% | -12.6% |
| 1Y | +4.1% | +13.4% | -9.3% | -5.3% |
| 3Y | -15.9% | +62.8% | -78.6% | -33.5% |
| 5Y | -26.3% | +28.5% | -54.8% | -39.0% |
| All | +152.3% | +94.2% | +58.1% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling