-41.1%
ACN vs GWRE
+15.1%
-56.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | -1.5% | -13.2% | +11.7% | +3.4% |
| 30D | +2.1% | -18.6% | +20.7% | +8.4% |
| 3M | +11.1% | +18.9% | -7.8% | +3.5% |
| 6M | -6.8% | -11.0% | +4.1% | -5.7% |
| YTD | -30.0% | -29.9% | -0.2% | -24.5% |
| 1Y | -23.1% | -44.3% | +21.2% | -11.3% |
| 3Y | -40.4% | +51.7% | -92.1% | -54.0% |
| All | -41.1% | +15.1% | -56.2% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling