+303.2%
ACN vs GWRE
+749.2%
-446.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -0.2% |
| 7D | -6.3% | -26.2% | +19.9% | +2.3% |
| 30D | -1.4% | -17.8% | +16.4% | +3.9% |
| 3M | +2.6% | +14.2% | -11.7% | -2.6% |
| 6M | -14.3% | -12.9% | -1.4% | -12.3% |
| YTD | -33.1% | -29.2% | -3.9% | -27.7% |
| 1Y | -28.8% | -44.4% | +15.6% | -17.6% |
| 3Y | -43.0% | +51.1% | -94.0% | -53.2% |
| 5Y | -44.0% | +16.5% | -60.5% | -51.7% |
| 10Y | +88.5% | +131.6% | -43.1% | +33.3% |
| All | +303.2% | +749.2% | -446.0% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling