+11.9%
ACN vs WAB
+46.5%
-34.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +4.1% |
| 7D | +8.6% | +4.5% | +4.0% | +9.8% |
| 30D | +36.6% | +1.1% | +35.5% | +37.2% |
| 3M | +56.3% | -1.3% | +57.6% | +56.4% |
| 6M | +49.7% | +12.7% | +36.9% | +52.7% |
| YTD | +1.3% | +38.7% | -37.3% | -6.0% |
| 1Y | +11.9% | +44.9% | -33.0% | -0.4% |
| All | +11.9% | +46.5% | -34.6% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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