+234.8%
WAT vs ACM
+147.1%
+87.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +2.3% |
| 7D | +6.0% | +6.9% | -0.9% | +3.5% |
| 30D | +9.9% | +19.1% | -9.2% | +3.0% |
| 3M | +17.2% | -6.9% | +24.1% | +19.3% |
| 6M | +34.2% | -12.0% | +46.3% | +38.5% |
| YTD | +25.5% | -25.1% | +50.6% | +36.9% |
| 1Y | +28.3% | -45.4% | +73.7% | +57.9% |
| 3Y | +88.4% | -6.9% | +95.3% | +87.2% |
| 5Y | +36.1% | +3.7% | +32.4% | +29.3% |
| 10Y | +234.8% | +135.8% | +99.0% | +138.9% |
| All | +234.8% | +147.1% | +87.7% | +138.9% |
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