-43.5%
ACN vs WY
-22.3%
-21.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.3% |
| 7D | -7.9% | -3.7% | -4.2% | -6.5% |
| 30D | -1.1% | -11.3% | +10.2% | +3.9% |
| 3M | +5.6% | -8.1% | +13.7% | +9.2% |
| 6M | -9.9% | -7.4% | -2.5% | -7.7% |
| YTD | -32.3% | -4.7% | -27.6% | -31.8% |
| 1Y | -25.3% | -9.2% | -16.1% | -23.3% |
| 3Y | -42.3% | -24.7% | -17.6% | -37.3% |
| 5Y | -43.5% | -21.6% | -21.9% | -37.4% |
| All | -43.5% | -22.3% | -21.2% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling