+1,697.2%
ACN vs WSM
+3,818.3%
-2,121.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.8% |
| 7D | -1.5% | -3.3% | +1.7% | -0.8% |
| 30D | +9.4% | -8.4% | +17.8% | +11.4% |
| 3M | +5.6% | +9.7% | -4.0% | +3.2% |
| 6M | -9.3% | +16.7% | -25.9% | -12.9% |
| YTD | -29.0% | +28.7% | -57.7% | -33.3% |
| 1Y | -24.7% | +13.7% | -38.3% | -27.5% |
| 3Y | -39.8% | +230.1% | -269.9% | -56.6% |
| 5Y | -40.9% | +179.0% | -219.9% | -57.1% |
| 10Y | +91.1% | +1,002.5% | -911.4% | -6.4% |
| All | +1,697.2% | +3,818.3% | -2,121.1% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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