+84.7%
WDC vs ACN
+6.6%
+78.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.9% | +10.2% | +7.3% |
| 7D | -3.2% | -4.0% | +0.8% | -5.1% |
| 30D | -19.0% | +19.0% | -38.0% | -10.6% |
| 3M | -28.4% | +42.2% | -70.6% | -11.7% |
| 6M | -39.2% | +50.1% | -89.4% | -14.5% |
| YTD | +82.1% | -2.7% | +84.8% | +129.8% |
| 1Y | +84.7% | +7.6% | +77.1% | +150.8% |
| All | +84.7% | +6.6% | +78.1% | +150.8% |
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