+266.9%
ACGL vs WCN
+239.1%
+27.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.8% |
| 7D | -2.9% | -0.4% | -2.5% | -2.6% |
| 30D | -2.8% | -2.1% | -0.7% | -1.5% |
| 3M | +6.8% | +6.4% | +0.4% | +2.3% |
| 6M | -1.5% | -3.7% | +2.1% | +0.1% |
| YTD | -0.2% | -6.4% | +6.1% | +2.7% |
| 1Y | +5.3% | -7.9% | +13.2% | +9.3% |
| 3Y | +30.3% | +20.8% | +9.5% | +9.4% |
| 5Y | +151.8% | +29.0% | +122.8% | +95.0% |
| 10Y | +266.9% | +236.4% | +30.5% | +69.0% |
| All | +266.9% | +239.1% | +27.7% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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