+231.8%
WAT vs ACWI
+220.7%
+11.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.6% |
| 30D | +9.6% | -3.3% | +12.9% | +13.3% |
| 3M | +15.5% | -3.4% | +18.9% | +19.5% |
| 6M | +33.9% | +0.8% | +33.1% | +32.5% |
| YTD | +25.2% | +10.7% | +14.5% | +13.1% |
| 1Y | +26.3% | +11.6% | +14.7% | +13.2% |
| 3Y | +85.8% | +73.4% | +12.4% | +9.1% |
| 5Y | +35.3% | +60.2% | -24.9% | -14.4% |
| 10Y | +231.8% | +221.6% | +10.2% | +8.7% |
| All | +231.8% | +220.7% | +11.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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