-24.7%
ACN vs GWRE
-25.4%
+0.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -19.9% | +16.6% | +4.2% |
| 7D | -1.5% | -21.1% | +19.6% | +6.7% |
| 30D | +9.4% | +1.3% | +8.1% | +6.9% |
| 3M | +5.6% | +7.4% | -1.8% | -0.4% |
| 6M | -9.3% | +5.6% | -14.9% | -15.3% |
| YTD | -29.0% | -19.2% | -9.8% | -33.1% |
| 1Y | -24.7% | -25.1% | +0.5% | -28.4% |
| All | -24.7% | -25.4% | +0.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling