+2,427.5%
ACN vs WST
+7,775.4%
-5,347.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | +33.5% | +9.1% | +24.4% | +30.0% |
| 3M | +53.5% | +14.7% | +38.8% | +46.9% |
| 6M | +52.2% | +28.0% | +24.2% | +40.4% |
| YTD | -0.1% | +45.6% | -45.8% | -12.3% |
| 1Y | +11.0% | +45.7% | -34.6% | -2.6% |
| 3Y | -11.8% | +21.1% | -32.9% | -25.3% |
| 5Y | -22.8% | +0.3% | -23.1% | -31.9% |
| 10Y | +162.4% | +449.0% | -286.6% | +23.6% |
| All | +2,427.5% | +7,775.4% | -5,347.9% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling