+595.8%
WDC vs ACN
-22.7%
+618.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -16.7% | +1.6% | -18.3% | -16.9% |
| 30D | -27.2% | +24.6% | -51.9% | -28.8% |
| 3M | -34.0% | +46.2% | -80.2% | -36.7% |
| 6M | -39.7% | +46.2% | -85.9% | -41.9% |
| YTD | +68.1% | -0.9% | +68.9% | +87.6% |
| 1Y | +66.3% | +8.8% | +57.6% | +75.6% |
| 3Y | +754.4% | -14.3% | +768.7% | +880.1% |
| 5Y | +595.8% | -22.6% | +618.4% | +701.5% |
| All | +595.8% | -22.7% | +618.4% | +701.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling