+35.3%
WAT vs ACGL
+173.1%
-137.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | +3.4% | +1.3% | +2.1% | +3.1% |
| 30D | +9.6% | +14.2% | -4.6% | +6.2% |
| 3M | +15.5% | +11.1% | +4.4% | +12.5% |
| 6M | +33.9% | +16.4% | +17.5% | +28.5% |
| YTD | +25.2% | +13.8% | +11.4% | +20.9% |
| 1Y | +26.3% | +21.6% | +4.7% | +20.0% |
| 3Y | +85.8% | +33.5% | +52.3% | +69.9% |
| 5Y | +35.3% | +174.8% | -139.6% | -12.3% |
| All | +35.3% | +173.1% | -137.9% | -12.3% |
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 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