+6,995.0%
ACGL vs WCC
+1,380.5%
+5,614.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | +1.3% |
| 7D | +6.4% | -21.9% | +28.3% | +9.9% |
| 30D | +16.6% | -25.4% | +42.0% | +21.0% |
| 3M | +11.6% | -23.1% | +34.7% | +15.0% |
| 6M | +17.5% | -18.1% | +35.5% | +19.1% |
| YTD | +15.3% | +17.7% | -2.4% | +10.1% |
| 1Y | +26.3% | +12.4% | +13.9% | +21.3% |
| 3Y | +35.9% | +105.9% | -70.0% | +14.8% |
| 5Y | +168.2% | +116.8% | +51.4% | +119.5% |
| 10Y | +352.0% | +456.1% | -104.1% | +204.3% |
| All | +6,995.0% | +1,380.5% | +5,614.5% | +4,594.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling