+1,697.2%
ACN vs WWD
+3,117.5%
-1,420.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.6% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | +9.4% | -7.2% | +16.5% | +11.4% |
| 3M | +5.6% | -3.8% | +9.5% | +5.9% |
| 6M | -9.3% | -9.9% | +0.7% | -8.2% |
| YTD | -29.0% | +14.8% | -43.8% | -33.4% |
| 1Y | -24.7% | +42.1% | -66.7% | -33.9% |
| 3Y | -39.8% | +170.8% | -210.6% | -56.9% |
| 5Y | -40.9% | +197.5% | -238.4% | -59.4% |
| 10Y | +91.1% | +477.8% | -386.7% | +3.2% |
| All | +1,697.2% | +3,117.5% | -1,420.3% | +416.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling