+5,703.1%
ACGL vs WTW
+1,174.9%
+4,528.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | -0.7% | -2.6% | +1.9% | +0.2% |
| 30D | -1.0% | -1.0% | 0.0% | -0.7% |
| 3M | +11.0% | +29.9% | -18.9% | +0.3% |
| 6M | -0.3% | +10.7% | -11.0% | -4.9% |
| YTD | +2.3% | +2.6% | -0.3% | -0.1% |
| 1Y | +6.4% | +2.8% | +3.6% | +3.8% |
| 3Y | +34.0% | +67.3% | -33.3% | +8.7% |
| 5Y | +161.6% | +56.6% | +105.0% | +115.7% |
| 10Y | +278.6% | +204.1% | +74.5% | +153.1% |
| All | +5,703.1% | +1,174.9% | +4,528.2% | +3,529.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling