-21.3%
ACN vs SW
-0.1%
-21.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.4% |
| 7D | +8.6% | +12.1% | -3.5% | +7.2% |
| 30D | +36.6% | +6.6% | +30.0% | +35.6% |
| 3M | +56.3% | -6.0% | +62.3% | +57.2% |
| 6M | +49.7% | +21.5% | +28.2% | +46.1% |
| YTD | +1.3% | +20.3% | -19.0% | -1.3% |
| 1Y | +11.9% | +28.1% | -16.2% | +8.2% |
| 3Y | -10.6% | +51.6% | -62.2% | -15.3% |
| 5Y | -21.3% | -0.1% | -21.2% | -28.2% |
| All | -21.3% | -0.1% | -21.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling