+162.5%
ACN vs WST
+448.5%
-286.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.7% |
| 30D | +33.5% | +9.1% | +24.4% | +30.4% |
| 3M | +53.5% | +14.7% | +38.8% | +47.7% |
| 6M | +52.2% | +28.0% | +24.2% | +41.7% |
| YTD | -0.1% | +45.6% | -45.8% | -11.0% |
| 1Y | +11.0% | +45.7% | -34.6% | -1.1% |
| 3Y | -11.8% | +21.1% | -32.9% | -24.1% |
| 5Y | -22.8% | +0.3% | -23.1% | -30.5% |
| All | +162.5% | +448.5% | -286.0% | +21.8% |
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