+226.2%
WAT vs ACGL
+337.7%
-111.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +2.0% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | +5.0% | +13.7% | -8.8% | +0.2% |
| 3M | +14.5% | +8.0% | +6.4% | +11.1% |
| 6M | +30.9% | +13.3% | +17.6% | +24.4% |
| YTD | +20.5% | +11.8% | +8.6% | +14.9% |
| 1Y | +23.3% | +22.2% | +1.0% | +13.9% |
| 3Y | +81.5% | +32.5% | +49.0% | +58.8% |
| 5Y | +33.4% | +160.2% | -126.8% | -13.9% |
| All | +226.2% | +337.7% | -111.5% | +57.3% |
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