-43.0%
ACN vs WAB
+164.8%
-207.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -6.3% | +0.2% | -6.6% | -6.4% |
| 30D | -1.4% | -4.6% | +3.2% | -0.7% |
| 3M | +2.6% | +5.6% | -3.1% | +0.8% |
| 6M | -14.3% | +13.8% | -28.1% | -18.1% |
| YTD | -33.1% | +31.9% | -65.0% | -39.4% |
| 1Y | -28.8% | +48.3% | -77.1% | -38.1% |
| All | -43.0% | +164.8% | -207.8% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling