+91.6%
ACN vs SW
+147.8%
-56.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | -1.5% | -5.1% | +3.6% | -1.1% |
| 30D | +9.4% | -4.6% | +14.0% | +9.8% |
| 3M | +5.6% | +9.4% | -3.7% | +4.6% |
| 6M | -9.3% | +3.5% | -12.8% | -9.9% |
| YTD | -29.0% | +22.0% | -51.0% | -30.6% |
| 1Y | -24.7% | +2.2% | -26.9% | -25.3% |
| 3Y | -39.8% | +19.6% | -59.4% | -41.7% |
| 5Y | -40.9% | -2.3% | -38.6% | -43.2% |
| All | +91.6% | +147.8% | -56.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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