+27.1%
SW vs ACGL
+26.1%
+1.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +4.7% | +6.4% | -1.7% | +3.0% |
| 30D | +5.0% | +16.6% | -11.6% | +0.9% |
| 3M | -7.3% | +11.6% | -18.9% | -9.9% |
| 6M | +15.0% | +17.5% | -2.5% | +10.8% |
| YTD | +18.5% | +15.3% | +3.2% | +15.4% |
| 1Y | +27.1% | +26.3% | +0.8% | +16.8% |
| All | +27.1% | +26.1% | +1.0% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling