-0.1%
SW vs ACGL
+170.1%
-170.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.3% |
| 7D | +12.1% | +8.0% | +4.1% | +9.7% |
| 30D | +6.6% | +17.3% | -10.7% | +1.9% |
| 3M | -6.0% | +11.2% | -17.2% | -8.9% |
| 6M | +21.5% | +18.2% | +3.3% | +15.6% |
| YTD | +20.3% | +15.4% | +4.9% | +15.2% |
| 1Y | +28.1% | +26.5% | +1.6% | +19.6% |
| 3Y | +51.6% | +36.1% | +15.5% | +37.0% |
| 5Y | -0.1% | +175.9% | -176.1% | -35.6% |
| All | -0.1% | +170.1% | -170.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling