-28.5%
ACN vs W
+11.1%
-39.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | -4.8% | +6.5% | -11.3% | -5.4% |
| 30D | +1.9% | -6.2% | +8.1% | +2.5% |
| 3M | +3.9% | +48.9% | -45.0% | -1.9% |
| 6M | -15.0% | +31.2% | -46.2% | -18.7% |
| YTD | -31.9% | -0.4% | -31.5% | -32.9% |
| 1Y | -28.5% | +14.8% | -43.3% | -31.0% |
| All | -28.5% | +11.1% | -39.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling