+24,313.1%
WDC vs ACN
+1,705.6%
+22,607.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.2% | +7.3% |
| 7D | +1.7% | -1.5% | +3.3% | +2.3% |
| 30D | -10.0% | +9.4% | -19.3% | -14.4% |
| 3M | -18.8% | +5.6% | -24.4% | -25.3% |
| 6M | +79.0% | -9.3% | +88.3% | +73.2% |
| YTD | +171.6% | -29.0% | +200.5% | +192.5% |
| 1Y | +417.4% | -24.7% | +442.0% | +433.0% |
| 3Y | +1,251.8% | -39.8% | +1,291.6% | +1,423.2% |
| 5Y | +911.7% | -40.9% | +952.6% | +1,048.1% |
| 10Y | +1,399.6% | +91.1% | +1,308.5% | +868.2% |
| All | +24,313.1% | +1,705.6% | +22,607.5% | +5,063.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling