+1,697.2%
ACN vs WM
+1,157.0%
+540.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | +9.4% | -2.4% | +11.7% | +10.8% |
| 3M | +5.6% | +0.4% | +5.2% | +5.7% |
| 6M | -9.3% | -9.5% | +0.2% | -4.3% |
| YTD | -29.0% | +0.5% | -29.5% | -29.2% |
| 1Y | -24.7% | -1.1% | -23.6% | -24.5% |
| 3Y | -39.8% | +46.0% | -85.9% | -52.1% |
| 5Y | -40.9% | +51.8% | -92.7% | -54.3% |
| 10Y | +91.1% | +307.5% | -216.4% | -12.0% |
| All | +1,697.2% | +1,157.0% | +540.3% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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