+113.2%
WDC vs ACN
+10.1%
+103.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -4.8% |
| 7D | -18.3% | +8.6% | -26.9% | -14.5% |
| 30D | -26.7% | +36.6% | -63.3% | -13.4% |
| 3M | -40.9% | +56.3% | -97.3% | -23.5% |
| 6M | -26.8% | +49.7% | -76.4% | +3.7% |
| YTD | +88.2% | +1.3% | +86.8% | +143.7% |
| 1Y | +113.2% | +11.9% | +101.3% | +191.2% |
| All | +113.2% | +10.1% | +103.1% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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