+52.9%
WAT vs ACI
-43.5%
+96.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.3% |
| 7D | -0.7% | -2.6% | +1.8% | -0.5% |
| 30D | -1.0% | +1.1% | -2.1% | -1.1% |
| 3M | +10.9% | -23.6% | +34.5% | +13.1% |
| 6M | +33.2% | -29.9% | +63.1% | +37.6% |
| YTD | +6.1% | -26.9% | +32.9% | +8.4% |
| 1Y | +30.2% | -34.2% | +64.5% | +37.0% |
| 3Y | +52.9% | -43.6% | +96.5% | +62.2% |
| All | +52.9% | -43.5% | +96.3% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling