+36.6%
WAT vs ACI
-32.3%
+68.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.3% | +0.2% | -1.4% | -1.3% |
| 30D | +2.3% | +5.9% | -3.6% | +2.7% |
| 3M | +8.7% | -19.8% | +28.5% | +6.6% |
| 6M | +28.3% | -24.7% | +53.1% | +25.5% |
| YTD | +7.8% | -24.4% | +32.2% | +5.7% |
| 1Y | +36.6% | -31.5% | +68.1% | +46.8% |
| All | +36.6% | -32.3% | +68.9% | +46.8% |
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