+96.8%
ACN vs WST
+324.6%
-227.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | +9.4% | -3.1% | +12.5% | +10.3% |
| 3M | +5.6% | +7.2% | -1.6% | +3.3% |
| 6M | -9.3% | +36.8% | -46.1% | -17.5% |
| YTD | -29.0% | +23.8% | -52.8% | -33.7% |
| 1Y | -24.7% | +37.8% | -62.4% | -32.1% |
| 3Y | -39.8% | -15.9% | -23.9% | -41.2% |
| 5Y | -40.9% | -25.8% | -15.1% | -41.2% |
| All | +96.8% | +324.6% | -227.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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