+84.2%
WAT vs ACM
-9.6%
+93.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +2.0% | +5.1% | -3.1% | +0.3% |
| 30D | +7.7% | +18.7% | -11.0% | +1.6% |
| 3M | +11.1% | +15.5% | -4.4% | +5.2% |
| 6M | +31.2% | +1.2% | +30.0% | +29.2% |
| YTD | +21.7% | -25.2% | +46.9% | +34.9% |
| 1Y | +19.3% | -46.3% | +65.6% | +58.4% |
| All | +84.2% | -9.6% | +93.8% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling