+1,623.2%
ACN vs WTW
+1,102.6%
+520.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.0% |
| 7D | -4.8% | -2.7% | -2.1% | -3.7% |
| 30D | +1.9% | -5.6% | +7.5% | +4.3% |
| 3M | +3.9% | +26.5% | -22.6% | -5.1% |
| 6M | -15.0% | +8.1% | -23.2% | -17.7% |
| YTD | -31.9% | -0.3% | -31.6% | -32.3% |
| 1Y | -28.5% | -0.9% | -27.7% | -28.9% |
| 3Y | -41.9% | +66.6% | -108.5% | -53.6% |
| 5Y | -42.9% | +54.0% | -96.8% | -53.0% |
| 10Y | +88.7% | +198.1% | -109.4% | +21.5% |
| All | +1,623.2% | +1,102.6% | +520.6% | +845.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling