+93.1%
ACN vs WCN
+235.9%
-142.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.2% |
| 7D | -1.5% | -3.1% | +1.6% | +0.5% |
| 30D | +2.1% | -3.4% | +5.5% | +4.4% |
| 3M | +11.1% | +3.0% | +8.1% | +9.5% |
| 6M | -6.8% | -3.8% | -3.1% | -4.9% |
| YTD | -30.0% | -8.3% | -21.7% | -26.5% |
| 1Y | -23.1% | -9.7% | -13.4% | -18.6% |
| 3Y | -40.4% | +17.2% | -57.6% | -48.4% |
| 5Y | -41.6% | +25.3% | -66.9% | -52.6% |
| All | +93.1% | +235.9% | -142.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling