-22.5%
ACN vs W
-54.5%
+32.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.6% |
| 7D | +0.9% | -3.6% | +4.5% | +1.2% |
| 30D | +33.5% | +7.0% | +26.6% | +32.3% |
| 3M | +53.5% | +7.4% | +46.1% | +51.7% |
| 6M | +52.2% | +69.3% | -17.1% | +40.4% |
| YTD | -0.1% | +11.3% | -11.4% | -3.6% |
| 1Y | +11.0% | +13.2% | -2.2% | +6.6% |
| 3Y | -11.8% | +142.0% | -153.8% | -27.5% |
| All | -22.5% | -54.5% | +32.0% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling