+152.3%
ACN vs NWSA
+148.1%
+4.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -1.0% |
| 7D | -3.8% | +2.2% | -6.0% | -4.8% |
| 30D | +16.5% | -8.8% | +25.3% | +20.7% |
| 3M | +41.5% | -6.5% | +48.0% | +44.9% |
| 6M | +60.1% | +1.5% | +58.6% | +58.6% |
| YTD | -3.9% | +4.0% | -8.0% | -5.9% |
| 1Y | +4.1% | +3.4% | +0.7% | +2.3% |
| 3Y | -15.9% | +34.8% | -50.7% | -27.2% |
| 5Y | -26.3% | +18.4% | -44.7% | -34.5% |
| All | +152.3% | +148.1% | +4.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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