+662.7%
WAT vs ACM
+233.3%
+429.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | +5.4% | -6.5% | -2.9% |
| 30D | +5.0% | +15.1% | -10.2% | -0.1% |
| 3M | +14.5% | -10.5% | +24.9% | +17.9% |
| 6M | +30.9% | -19.7% | +50.6% | +39.0% |
| YTD | +20.5% | -28.8% | +49.3% | +32.6% |
| 1Y | +23.3% | -47.9% | +71.2% | +50.8% |
| 3Y | +81.5% | -12.4% | +93.8% | +84.5% |
| 5Y | +33.4% | +0.6% | +32.8% | +28.8% |
| 10Y | +231.5% | +161.3% | +70.2% | +117.8% |
| All | +662.7% | +233.3% | +429.3% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling