+331.1%
ACGL vs WCC
+457.1%
-126.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.1% | -3.5% |
| 7D | +0.9% | -14.7% | +15.6% | +4.0% |
| 30D | +13.7% | -20.1% | +33.8% | +18.6% |
| 3M | +8.0% | -21.2% | +29.2% | +12.5% |
| 6M | +13.3% | -19.2% | +32.4% | +16.1% |
| YTD | +11.8% | +20.2% | -8.4% | +2.7% |
| 1Y | +22.2% | +14.5% | +7.8% | +13.3% |
| 3Y | +32.5% | +115.1% | -82.6% | -4.1% |
| 5Y | +160.2% | +121.5% | +38.7% | +75.6% |
| All | +331.1% | +457.1% | -126.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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