-42.3%
ACN vs WTW
+61.8%
-104.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -7.9% | -7.8% | -0.1% | -4.9% |
| 30D | -1.1% | -7.9% | +6.8% | +2.1% |
| 3M | +5.6% | +19.9% | -14.3% | -1.1% |
| 6M | -9.9% | +9.8% | -19.7% | -14.0% |
| YTD | -32.3% | -3.3% | -29.0% | -33.7% |
| 1Y | -25.3% | -3.3% | -22.0% | -26.8% |
| All | -42.3% | +61.8% | -104.1% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling