+33.2%
ACGL vs WTW
+44.7%
-11.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.5% |
| 7D | +2.2% | +2.0% | +0.2% | +1.3% |
| 30D | +12.3% | +12.9% | -0.6% | +6.5% |
| 3M | +11.8% | +0.7% | +11.1% | +11.3% |
| 6M | +17.5% | +39.5% | -22.0% | +0.7% |
| YTD | +14.3% | +3.1% | +11.2% | +11.9% |
| 1Y | +18.2% | +4.8% | +13.4% | +14.4% |
| 3Y | +33.2% | +42.9% | -9.8% | +8.0% |
| All | +33.2% | +44.7% | -11.6% | +8.0% |
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