+28.3%
ACGL vs WTW
+60.9%
-32.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +1.9% |
| 7D | -2.1% | -7.1% | +5.0% | +0.9% |
| 30D | -2.2% | -8.5% | +6.4% | +1.4% |
| 3M | +6.3% | +20.6% | -14.3% | -2.3% |
| 6M | +0.5% | +7.2% | -6.7% | -3.5% |
| YTD | +0.2% | -3.9% | +4.1% | +1.0% |
| 1Y | +7.3% | -3.6% | +10.9% | +7.9% |
| All | +28.3% | +60.9% | -32.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling