+713.1%
WAT vs ACWI
+330.1%
+383.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | +0.2% |
| 7D | -5.6% | -4.0% | -1.6% | -2.2% |
| 30D | +3.8% | -5.8% | +9.6% | +9.4% |
| 3M | +13.3% | -5.0% | +18.3% | +18.5% |
| 6M | +32.2% | +0.7% | +31.5% | +31.1% |
| YTD | +19.3% | +8.4% | +10.9% | +11.0% |
| 1Y | +21.8% | +10.1% | +11.7% | +11.9% |
| 3Y | +73.9% | +70.8% | +3.2% | +10.1% |
| 5Y | +32.1% | +55.4% | -23.3% | -9.2% |
| 10Y | +228.2% | +223.3% | +4.9% | +23.0% |
| All | +713.1% | +330.1% | +383.0% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling