+571.9%
ACN vs SW
+755.0%
-183.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | -1.5% | -5.1% | +3.6% | -1.3% |
| 30D | +9.4% | -4.6% | +14.0% | +9.6% |
| 3M | +5.6% | +9.4% | -3.7% | +5.1% |
| 6M | -9.3% | +3.5% | -12.8% | -9.6% |
| YTD | -29.0% | +22.0% | -51.0% | -29.8% |
| 1Y | -24.7% | +2.2% | -26.9% | -25.0% |
| 3Y | -39.8% | +19.6% | -59.4% | -40.7% |
| 5Y | -40.9% | -2.3% | -38.6% | -42.0% |
| 10Y | +91.1% | +181.4% | -90.2% | +83.2% |
| All | +571.9% | +755.0% | -183.1% | +561.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling