+1,697.2%
ACN vs WAT
+1,679.9%
+17.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | +9.4% | +2.3% | +7.0% | +8.5% |
| 3M | +5.6% | +8.7% | -3.1% | +2.4% |
| 6M | -9.3% | +28.3% | -37.6% | -17.6% |
| YTD | -29.0% | +7.8% | -36.8% | -31.7% |
| 1Y | -24.7% | +36.6% | -61.3% | -33.7% |
| 3Y | -39.8% | +45.7% | -85.5% | -50.3% |
| 5Y | -40.9% | -3.3% | -37.6% | -44.2% |
| 10Y | +91.1% | +162.1% | -71.0% | +24.1% |
| All | +1,697.2% | +1,679.9% | +17.3% | +542.3% |
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