+163.4%
WAT vs ACI
+32.8%
+130.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | +0.6% | +2.3% | -1.7% | +0.4% |
| 30D | +5.4% | +1.2% | +4.2% | +5.2% |
| 3M | +11.3% | +6.8% | +4.5% | +10.6% |
| 6M | +37.4% | -18.7% | +56.1% | +39.1% |
| YTD | +21.2% | -20.2% | +41.4% | +22.6% |
| 1Y | +21.3% | -23.7% | +45.1% | +23.4% |
| 3Y | +83.4% | -31.6% | +115.0% | +88.1% |
| 5Y | +29.0% | -42.8% | +71.8% | +32.5% |
| All | +163.4% | +32.8% | +130.5% | +168.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling