+634.7%
WAT vs ACWI
+356.8%
+277.9%
-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 | -1.3% | +0.5% | -1.8% | -1.7% |
| 30D | +2.3% | +0.9% | +1.5% | +1.6% |
| 3M | +8.7% | +2.4% | +6.3% | +6.4% |
| 6M | +28.3% | +12.4% | +15.9% | +15.9% |
| YTD | +7.8% | +15.2% | -7.4% | -4.8% |
| 1Y | +36.6% | +22.7% | +13.9% | +14.1% |
| 3Y | +45.7% | +75.8% | -30.1% | -10.1% |
| 5Y | -3.3% | +67.7% | -71.0% | -37.8% |
| 10Y | +162.1% | +229.0% | -66.9% | -3.5% |
| All | +634.7% | +356.8% | +277.9% | +99.6% |
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