+19.6%
SW vs ACGL
+34.2%
-14.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.6% |
| YTD | +22.0% | +2.3% | +19.8% | +21.3% |
| 1Y | +2.2% | +6.4% | -4.2% | +0.6% |
| All | +19.6% | +34.2% | -14.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling