+231.4%
WAT vs ACGL
+329.5%
-98.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.7% | -1.4% | +2.1% | +1.2% |
| 30D | +9.0% | +12.4% | -3.4% | +4.5% |
| 3M | +13.5% | +11.1% | +2.4% | +9.1% |
| 6M | +35.3% | +16.3% | +18.9% | +27.3% |
| YTD | +24.0% | +13.8% | +10.2% | +17.6% |
| 1Y | +22.0% | +20.4% | +1.5% | +13.3% |
| 3Y | +84.0% | +33.6% | +50.4% | +60.6% |
| 5Y | +34.4% | +176.8% | -142.5% | -15.3% |
| 10Y | +231.4% | +324.6% | -93.2% | +61.2% |
| All | +231.4% | +329.5% | -98.0% | +61.2% |
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