-25.3%
ACN vs WBD
+130.2%
-155.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -7.9% | -0.6% | -7.3% | -7.8% |
| 30D | -1.1% | +4.2% | -5.2% | -1.2% |
| 3M | +5.6% | +7.5% | -1.9% | +5.3% |
| 6M | -9.9% | +1.6% | -11.5% | -10.0% |
| YTD | -32.3% | -2.2% | -30.2% | -32.4% |
| 1Y | -25.3% | +124.9% | -150.2% | -23.9% |
| All | -25.3% | +130.2% | -155.5% | -23.9% |
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