-41.9%
ACN vs WWD
+164.2%
-206.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -4.0% |
| 7D | -4.8% | +0.8% | -5.6% | -4.9% |
| 30D | +1.9% | -6.4% | +8.3% | +2.3% |
| 3M | +3.9% | -5.6% | +9.5% | +3.7% |
| 6M | -15.0% | -9.1% | -5.9% | -15.0% |
| YTD | -31.9% | +12.5% | -44.4% | -34.4% |
| 1Y | -28.5% | +41.3% | -69.8% | -34.7% |
| 3Y | -41.9% | +170.2% | -212.1% | -56.1% |
| All | -41.9% | +164.2% | -206.1% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling