+2,361.1%
ACN vs WWD
+3,046.3%
-685.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | -4.0% | +3.7% | -7.7% | -5.1% |
| 30D | +19.0% | +1.8% | +17.2% | +17.8% |
| 3M | +42.2% | -5.0% | +47.2% | +43.1% |
| 6M | +50.1% | -8.4% | +58.5% | +51.3% |
| YTD | -2.7% | +12.3% | -15.0% | -8.8% |
| 1Y | +7.6% | +26.2% | -18.7% | -2.8% |
| 3Y | -15.9% | +154.6% | -170.5% | -39.0% |
| 5Y | -24.4% | +195.3% | -219.6% | -48.1% |
| 10Y | +151.4% | +466.3% | -314.9% | +35.9% |
| All | +2,361.1% | +3,046.3% | -685.1% | +608.0% |
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