-24.7%
ACN vs WBD
+135.8%
-160.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -1.5% | -1.8% | +0.3% | -1.4% |
| 30D | +9.4% | +8.8% | +0.6% | +9.0% |
| 3M | +5.6% | +4.6% | +1.0% | +5.4% |
| 6M | -9.3% | +1.1% | -10.3% | -9.3% |
| YTD | -29.0% | -2.0% | -27.0% | -29.1% |
| 1Y | -24.7% | +140.0% | -164.7% | -23.6% |
| All | -24.7% | +135.8% | -160.5% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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