+33.2%
WAT vs ACI
-42.9%
+76.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | +0.6% | +2.3% | -1.7% | +0.3% |
| 30D | +5.4% | +1.2% | +4.2% | +5.1% |
| 3M | +11.3% | +6.8% | +4.5% | +10.3% |
| 6M | +37.4% | -18.7% | +56.1% | +40.0% |
| YTD | +21.2% | -20.2% | +41.4% | +23.3% |
| 1Y | +21.3% | -23.7% | +45.1% | +24.5% |
| 3Y | +83.4% | -31.6% | +115.0% | +90.7% |
| All | +33.2% | -42.9% | +76.1% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling