+131.6%
WAT vs ACI
+18.9%
+112.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.7% |
| 7D | -1.8% | -5.0% | +3.3% | -1.4% |
| 30D | -1.7% | -2.3% | +0.6% | -1.5% |
| 3M | +9.1% | -23.2% | +32.3% | +11.0% |
| 6M | +32.4% | -29.5% | +61.9% | +35.7% |
| YTD | +6.6% | -28.6% | +35.2% | +8.9% |
| 1Y | +34.7% | -34.0% | +68.7% | +38.7% |
| 3Y | +53.6% | -45.0% | +98.6% | +60.5% |
| 5Y | -4.1% | -44.0% | +39.9% | -0.7% |
| All | +131.6% | +18.9% | +112.8% | +138.1% |
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