+88.7%
ACN vs W
+146.2%
-57.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | -4.8% | +6.5% | -11.3% | -5.6% |
| 30D | +1.9% | -6.2% | +8.1% | +2.6% |
| 3M | +3.9% | +48.9% | -45.0% | -2.4% |
| 6M | -15.0% | +31.2% | -46.2% | -19.3% |
| YTD | -31.9% | -0.4% | -31.5% | -33.3% |
| 1Y | -28.5% | +14.8% | -43.3% | -31.7% |
| 3Y | -41.9% | +40.5% | -82.4% | -49.0% |
| 5Y | -42.9% | -62.1% | +19.3% | -46.7% |
| 10Y | +88.7% | +141.5% | -52.8% | +29.5% |
| All | +88.7% | +146.2% | -57.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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