+27.3%
WAT vs ACI
-18.4%
+45.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +1.9% |
| 7D | -1.9% | +4.5% | -6.4% | -1.6% |
| 30D | +6.2% | +20.9% | -14.6% | +7.3% |
| 3M | +18.1% | +15.2% | +2.8% | +19.1% |
| 6M | +54.9% | -13.3% | +68.2% | +52.6% |
| YTD | +23.1% | -16.2% | +39.3% | +21.6% |
| 1Y | +27.3% | -16.9% | +44.2% | +25.9% |
| All | +27.3% | -18.4% | +45.7% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling