-24.4%
ACN vs WAT
+35.9%
-60.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.5% | -3.6% |
| 7D | -2.5% | +6.0% | -8.6% | -4.4% |
| 30D | +22.6% | +9.9% | +12.8% | +18.7% |
| 3M | +45.9% | +17.2% | +28.8% | +37.9% |
| 6M | +43.8% | +34.2% | +9.6% | +29.6% |
| YTD | -2.5% | +25.5% | -28.0% | -10.8% |
| 1Y | +6.5% | +28.3% | -21.8% | -3.4% |
| 3Y | -14.2% | +88.4% | -102.5% | -36.8% |
| 5Y | -24.4% | +36.1% | -60.6% | -35.2% |
| All | -24.4% | +35.9% | -60.4% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling