+231.8%
WAT vs ACM
+133.7%
+98.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +3.4% | +6.6% | -3.2% | +1.0% |
| 30D | +9.6% | +19.8% | -10.1% | +2.6% |
| 3M | +15.5% | -3.1% | +18.6% | +15.9% |
| 6M | +33.9% | -11.5% | +45.4% | +37.9% |
| YTD | +25.2% | -24.7% | +49.9% | +36.3% |
| 1Y | +26.3% | -45.1% | +71.3% | +55.1% |
| 3Y | +85.8% | -8.9% | +94.7% | +86.1% |
| 5Y | +35.3% | +5.4% | +29.9% | +27.8% |
| 10Y | +231.8% | +131.1% | +100.7% | +136.8% |
| All | +231.8% | +133.7% | +98.1% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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