+151.8%
ACN vs W
+211.1%
-59.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.1% |
| 7D | -5.7% | -1.7% | -4.1% | -5.6% |
| 30D | +17.0% | +3.2% | +13.8% | +16.4% |
| 3M | +39.9% | +8.3% | +31.6% | +38.0% |
| 6M | +50.2% | +84.3% | -34.1% | +36.7% |
| YTD | -4.2% | +11.0% | -15.2% | -7.6% |
| 1Y | +4.3% | -0.2% | +4.5% | +1.6% |
| 3Y | -17.1% | +157.9% | -175.0% | -32.6% |
| 5Y | -26.5% | -56.8% | +30.3% | -32.6% |
| All | +151.8% | +211.1% | -59.4% | +70.5% |
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