+2,368.0%
ACN vs WAT
+1,972.6%
+395.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.5% | -3.8% |
| 7D | -2.5% | +6.0% | -8.6% | -4.6% |
| 30D | +22.6% | +9.9% | +12.8% | +18.3% |
| 3M | +45.9% | +17.2% | +28.8% | +37.3% |
| 6M | +43.8% | +34.2% | +9.6% | +28.7% |
| YTD | -2.5% | +25.5% | -28.0% | -11.6% |
| 1Y | +6.5% | +28.3% | -21.8% | -4.3% |
| 3Y | -14.2% | +88.4% | -102.5% | -35.5% |
| 5Y | -24.4% | +36.1% | -60.6% | -37.0% |
| 10Y | +156.3% | +234.8% | -78.5% | +52.9% |
| All | +2,368.0% | +1,972.6% | +395.4% | +731.2% |
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 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