+190.9%
ACN vs W
+176.2%
+14.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 6M | -9.3% | +26.3% | -35.6% | -13.2% |
| YTD | -29.0% | -1.0% | -28.0% | -30.3% |
| 1Y | -24.7% | +20.1% | -44.7% | -28.2% |
| 3Y | -39.8% | +37.8% | -77.6% | -46.6% |
| 5Y | -40.9% | -63.7% | +22.7% | -44.7% |
| 10Y | +91.1% | +156.3% | -65.2% | +31.0% |
| All | +190.9% | +176.2% | +14.8% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling