+152.3%
ACN vs WAT
+222.4%
-70.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | +16.5% | +5.4% | +11.1% | +13.8% |
| 3M | +41.5% | +11.3% | +30.2% | +34.7% |
| 6M | +60.1% | +37.4% | +22.7% | +39.7% |
| YTD | -3.9% | +21.2% | -25.1% | -12.8% |
| 1Y | +4.1% | +21.3% | -17.2% | -5.6% |
| 3Y | -15.9% | +83.4% | -99.2% | -40.2% |
| 5Y | -26.3% | +29.0% | -55.3% | -39.3% |
| All | +152.3% | +222.4% | -70.1% | +38.0% |
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