+11.9%
ACN vs WAT
+32.9%
-21.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.5% |
| 7D | +8.6% | -1.9% | +10.5% | +9.0% |
| 30D | +36.6% | +6.2% | +30.3% | +34.4% |
| 3M | +56.3% | +18.1% | +38.2% | +48.6% |
| 6M | +49.7% | +54.9% | -5.2% | +31.5% |
| YTD | +1.3% | +23.1% | -21.8% | -4.0% |
| 1Y | +11.9% | +27.3% | -15.4% | +5.1% |
| All | +11.9% | +32.9% | -21.0% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling