+173.4%
ACGL vs WCC
+146.1%
+27.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | +14.2% | -15.4% | -2.5% |
| 30D | +12.8% | -9.8% | +22.6% | +13.6% |
| 3M | +12.3% | -10.1% | +22.4% | +12.9% |
| 6M | +15.8% | -9.4% | +25.2% | +15.9% |
| YTD | +13.9% | +34.4% | -20.5% | +7.2% |
| 1Y | +19.0% | +23.3% | -4.3% | +13.3% |
| 3Y | +33.7% | +137.9% | -104.3% | +7.9% |
| 5Y | +173.4% | +144.0% | +29.4% | +112.3% |
| All | +173.4% | +146.1% | +27.3% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling