+10,726.6%
WAT vs ACGL
+4,457.0%
+6,269.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | +2.3% | -1.0% | +3.3% | +2.5% |
| 3M | +8.7% | +11.0% | -2.3% | +5.8% |
| 6M | +28.3% | -0.3% | +28.6% | +28.0% |
| YTD | +7.8% | +2.3% | +5.5% | +6.9% |
| 1Y | +36.6% | +6.4% | +30.2% | +34.0% |
| 3Y | +45.7% | +34.0% | +11.7% | +33.4% |
| 5Y | -3.3% | +161.6% | -165.0% | -25.3% |
| 10Y | +162.1% | +278.6% | -116.5% | +82.9% |
| All | +10,726.6% | +4,457.0% | +6,269.6% | +5,562.9% |
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 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