+582.3%
WAT vs ACM
+230.8%
+351.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.3% | -3.7% | +2.5% | 0.0% |
| 30D | +2.3% | -11.1% | +13.5% | +6.0% |
| 3M | +8.7% | -8.0% | +16.7% | +11.0% |
| 6M | +28.3% | -29.7% | +58.0% | +43.1% |
| YTD | +7.8% | -29.4% | +37.2% | +19.3% |
| 1Y | +36.6% | -46.4% | +83.0% | +65.8% |
| 3Y | +45.7% | -22.3% | +68.0% | +54.7% |
| 5Y | -3.3% | +4.5% | -7.8% | -7.8% |
| 10Y | +162.1% | +127.6% | +34.5% | +80.7% |
| All | +582.3% | +230.8% | +351.5% | +260.6% |
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