+88.4%
WAT vs ACGL
+35.1%
+53.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +6.0% | -1.1% | +7.1% | +6.2% |
| 30D | +9.9% | +13.1% | -3.2% | +7.9% |
| 3M | +17.2% | +9.8% | +7.4% | +15.5% |
| 6M | +34.2% | +15.3% | +19.0% | +31.0% |
| YTD | +25.5% | +12.7% | +12.8% | +23.2% |
| 1Y | +28.3% | +20.7% | +7.5% | +24.7% |
| 3Y | +88.4% | +34.3% | +54.1% | +96.9% |
| All | +88.4% | +35.1% | +53.2% | +96.9% |
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