-59.6%
ACHR vs WAT
+83.4%
-143.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.7% |
| 7D | -9.2% | +0.6% | -9.8% | -9.3% |
| 30D | -1.0% | +5.4% | -6.4% | -2.9% |
| 3M | -42.2% | +11.3% | -53.5% | -44.7% |
| 6M | -38.2% | +37.4% | -75.6% | -46.2% |
| YTD | -46.4% | +21.2% | -67.6% | -51.3% |
| 1Y | -49.4% | +21.3% | -70.7% | -54.1% |
| 3Y | -22.5% | +83.4% | -105.9% | -45.1% |
| 5Y | -29.8% | +29.0% | -58.8% | -44.7% |
| All | -59.6% | +83.4% | -143.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling