+36.5%
ACGL vs WCC
+106.2%
-69.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | 0.0% |
| 7D | +6.4% | -21.9% | +28.3% | +6.5% |
| 30D | +16.6% | -25.4% | +42.0% | +16.9% |
| 3M | +11.6% | -23.1% | +34.7% | +11.8% |
| 6M | +17.5% | -18.1% | +35.5% | +17.4% |
| YTD | +15.3% | +17.7% | -2.4% | +12.8% |
| 1Y | +26.3% | +12.4% | +13.9% | +23.9% |
| All | +36.5% | +106.2% | -69.7% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling