+2,408.2%
ACN vs WAT
+1,967.5%
+440.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | +1.6% | +3.4% | -1.8% | +0.3% |
| 30D | +24.6% | +9.6% | +15.0% | +20.3% |
| 3M | +46.2% | +15.5% | +30.7% | +38.2% |
| 6M | +46.2% | +33.9% | +12.3% | +30.9% |
| YTD | -0.9% | +25.2% | -26.1% | -10.0% |
| 1Y | +8.8% | +26.3% | -17.5% | -1.7% |
| 3Y | -14.3% | +85.8% | -100.1% | -35.3% |
| 5Y | -22.6% | +35.3% | -57.9% | -35.4% |
| 10Y | +153.7% | +231.8% | -78.1% | +51.8% |
| All | +2,408.2% | +1,967.5% | +440.7% | +745.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling