+11,882.3%
WAT vs ACGL
+5,036.3%
+6,846.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -5.6% | +6.4% | -12.0% | -7.0% |
| 30D | +3.8% | +16.6% | -12.8% | 0.0% |
| 3M | +13.3% | +11.6% | +1.7% | +10.2% |
| 6M | +32.2% | +17.5% | +14.7% | +26.7% |
| YTD | +19.3% | +15.3% | +4.0% | +14.8% |
| 1Y | +21.8% | +26.3% | -4.5% | +14.7% |
| 3Y | +73.9% | +35.9% | +38.0% | +58.9% |
| 5Y | +32.1% | +168.2% | -136.1% | +1.4% |
| 10Y | +228.2% | +352.0% | -123.8% | +120.0% |
| All | +11,882.3% | +5,036.3% | +6,846.0% | +5,984.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling