-40.6%
ACN vs W
-63.2%
+22.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.6% |
| 7D | -1.5% | -4.2% | +2.6% | -1.1% |
| 30D | +9.4% | -7.6% | +16.9% | +10.3% |
| 3M | +5.6% | +37.2% | -31.5% | +0.4% |
| 6M | -9.3% | +26.3% | -35.6% | -13.3% |
| YTD | -29.0% | -1.0% | -28.0% | -30.3% |
| 1Y | -24.7% | +20.1% | -44.7% | -28.3% |
| 3Y | -39.8% | +37.8% | -77.6% | -46.9% |
| All | -40.6% | -63.2% | +22.6% | -48.7% |
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