-46.9%
ACN vs WETO
-99.4%
+52.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.4% | +8.8% | +3.3% |
| 7D | -1.5% | -4.3% | +2.8% | -1.5% |
| 30D | +2.1% | -39.9% | +42.0% | +1.6% |
| 3M | +11.1% | -97.9% | +109.0% | +12.2% |
| 6M | -6.8% | -95.0% | +88.2% | -9.4% |
| YTD | -30.0% | -97.2% | +67.1% | -31.9% |
| 1Y | -23.1% | -98.9% | +75.8% | -25.2% |
| All | -46.9% | -99.4% | +52.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling