+189.6%
ACN vs NWSA
+127.4%
+62.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.5% |
| 7D | -1.5% | -1.9% | +0.3% | -0.7% |
| 30D | +9.4% | +4.6% | +4.8% | +7.3% |
| 3M | +5.6% | +13.2% | -7.6% | +0.7% |
| 6M | -9.3% | +27.0% | -36.2% | -17.5% |
| YTD | -29.0% | +16.8% | -45.8% | -33.2% |
| 1Y | -24.7% | +4.5% | -29.2% | -26.1% |
| 3Y | -39.8% | +46.2% | -86.1% | -49.0% |
| 5Y | -40.9% | +40.9% | -81.8% | -50.4% |
| 10Y | +91.1% | +145.1% | -54.0% | +19.1% |
| All | +189.6% | +127.4% | +62.2% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling