+93.1%
ACN vs WTW
+198.0%
-105.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | -1.5% | -5.7% | +4.2% | +1.6% |
| 30D | +2.1% | -7.3% | +9.3% | +6.3% |
| 3M | +11.1% | +21.5% | -10.4% | +0.5% |
| 6M | -6.8% | +9.6% | -16.5% | -11.6% |
| YTD | -30.0% | -3.3% | -26.8% | -29.8% |
| 1Y | -23.1% | -6.1% | -17.0% | -21.8% |
| 3Y | -40.4% | +61.8% | -102.2% | -56.3% |
| 5Y | -41.6% | +42.7% | -84.2% | -54.4% |
| All | +93.1% | +198.0% | -105.0% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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