+721.2%
WAT vs ACWI
+330.0%
+391.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | -2.4% | +1.2% | +1.0% |
| 30D | +5.0% | -5.2% | +10.1% | +10.0% |
| 3M | +14.5% | -4.8% | +19.3% | +19.6% |
| 6M | +30.9% | -1.3% | +32.2% | +32.2% |
| YTD | +20.5% | +8.4% | +12.1% | +12.1% |
| 1Y | +23.3% | +11.0% | +12.3% | +12.4% |
| 3Y | +81.5% | +70.6% | +10.9% | +15.0% |
| 5Y | +33.4% | +55.3% | -21.9% | -8.3% |
| 10Y | +231.5% | +223.2% | +8.3% | +24.3% |
| All | +721.2% | +330.0% | +391.3% | +135.2% |
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