+1,697.2%
ACN vs WAB
+4,321.8%
-2,624.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -1.5% | -3.2% | +1.7% | -0.5% |
| 30D | +9.4% | -4.4% | +13.8% | +10.8% |
| 3M | +5.6% | +7.9% | -2.2% | +2.4% |
| 6M | -9.3% | +8.7% | -18.0% | -12.9% |
| YTD | -29.0% | +33.0% | -61.9% | -36.2% |
| 1Y | -24.7% | +46.7% | -71.3% | -34.5% |
| 3Y | -39.8% | +153.0% | -192.8% | -56.6% |
| 5Y | -40.9% | +222.3% | -263.2% | -60.6% |
| 10Y | +91.1% | +291.0% | -199.9% | +11.7% |
| All | +1,697.2% | +4,321.8% | -2,624.6% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling