+30.8%
WAT vs ACI
-43.3%
+74.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.3% |
| 7D | -1.1% | -2.2% | +1.1% | -0.9% |
| 30D | +5.0% | +10.3% | -5.3% | +3.6% |
| 3M | +14.5% | +7.2% | +7.3% | +13.3% |
| 6M | +30.9% | -18.0% | +48.9% | +33.0% |
| YTD | +20.5% | -22.0% | +42.5% | +22.9% |
| 1Y | +23.3% | -23.4% | +46.7% | +26.1% |
| 3Y | +81.5% | -35.8% | +117.3% | +90.4% |
| All | +30.8% | -43.3% | +74.1% | +36.0% |
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 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