-24.7%
ACN vs WWD
+41.9%
-66.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.2% |
| 7D | -1.5% | +1.3% | -2.8% | -1.4% |
| 30D | +9.4% | -7.2% | +16.5% | +8.4% |
| 3M | +5.6% | -3.8% | +9.5% | +5.0% |
| 6M | -9.3% | -9.9% | +0.7% | -9.9% |
| YTD | -29.0% | +14.8% | -43.8% | -28.5% |
| 1Y | -24.7% | +42.1% | -66.7% | -26.3% |
| All | -24.7% | +41.9% | -66.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling