-42.9%
ACN vs WAB
+231.1%
-273.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -4.8% | +1.7% | -6.5% | -5.4% |
| 30D | +1.9% | -2.4% | +4.3% | +2.6% |
| 3M | +3.9% | +9.7% | -5.8% | -0.9% |
| 6M | -15.0% | +16.5% | -31.5% | -21.9% |
| YTD | -31.9% | +33.7% | -65.6% | -41.7% |
| 1Y | -28.5% | +49.7% | -78.2% | -42.2% |
| 3Y | -41.9% | +170.9% | -212.8% | -67.2% |
| 5Y | -42.9% | +228.0% | -270.9% | -71.9% |
| All | -42.9% | +231.1% | -273.9% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling