+147.8%
SW vs ACGL
+276.1%
-128.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -5.1% | -0.7% | -4.3% | -4.9% |
| 30D | -4.6% | -1.0% | -3.6% | -4.4% |
| 3M | +9.4% | +11.0% | -1.7% | +6.6% |
| 6M | +3.5% | -0.3% | +3.8% | +3.4% |
| YTD | +22.0% | +2.3% | +19.8% | +21.1% |
| 1Y | +2.2% | +6.4% | -4.2% | +0.4% |
| 3Y | +19.6% | +34.0% | -14.4% | +10.5% |
| 5Y | -2.3% | +161.6% | -164.0% | -23.8% |
| All | +147.8% | +276.1% | -128.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling