+13.8%
WFC vs ACN
-28.0%
+41.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +0.3% | -7.9% | +8.2% | +1.0% |
| 30D | +2.3% | -1.1% | +3.3% | +2.4% |
| 3M | +9.8% | +5.6% | +4.2% | +8.5% |
| 6M | +15.6% | -9.9% | +25.5% | +15.8% |
| YTD | -2.4% | -32.3% | +29.9% | +1.3% |
| 1Y | +13.8% | -25.3% | +39.1% | +16.2% |
| All | +13.8% | -28.0% | +41.8% | +16.2% |
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