+2,464.1%
ACN vs WM
+1,275.0%
+1,189.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +2.9% |
| 7D | +8.6% | +5.9% | +2.6% | +5.3% |
| 30D | +36.6% | +15.4% | +21.2% | +26.4% |
| 3M | +56.3% | +6.3% | +50.0% | +51.0% |
| 6M | +49.7% | +5.6% | +44.1% | +45.4% |
| YTD | +1.3% | +9.9% | -8.6% | -3.9% |
| 1Y | +11.9% | +20.8% | -8.9% | +0.8% |
| 3Y | -10.6% | +48.5% | -59.1% | -29.3% |
| 5Y | -21.3% | +60.6% | -81.9% | -41.0% |
| 10Y | +166.2% | +349.8% | -183.5% | +16.3% |
| All | +2,464.1% | +1,275.0% | +1,189.1% | +453.8% |
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