+16,267.8%
WDC vs ACN
+2,372.6%
+13,895.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.9% | +10.2% | +9.1% |
| 7D | -3.2% | -4.0% | +0.8% | -1.8% |
| 30D | -19.0% | +19.0% | -38.0% | -25.9% |
| 3M | -28.4% | +42.2% | -70.6% | -40.8% |
| 6M | -39.2% | +50.1% | -89.4% | -53.9% |
| YTD | +82.1% | -2.7% | +84.8% | +66.5% |
| 1Y | +84.7% | +7.6% | +77.1% | +59.0% |
| 3Y | +825.6% | -15.9% | +841.5% | +777.8% |
| 5Y | +608.2% | -24.4% | +632.5% | +608.1% |
| 10Y | +695.1% | +151.4% | +543.7% | +344.9% |
| All | +16,267.8% | +2,372.6% | +13,895.3% | +2,839.3% |
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