+324.6%
ACGL vs WCN
+309.3%
+15.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.3% |
| 7D | -1.4% | +0.4% | -1.8% | -1.6% |
| 30D | +12.4% | +25.3% | -13.0% | -3.1% |
| 3M | +11.1% | +15.4% | -4.3% | +0.9% |
| 6M | +16.3% | +27.8% | -11.5% | -1.4% |
| YTD | +13.8% | +10.6% | +3.3% | +4.9% |
| 1Y | +20.4% | +15.8% | +4.6% | +7.3% |
| 3Y | +33.6% | +50.3% | -16.7% | -3.1% |
| 5Y | +176.8% | +46.9% | +129.9% | +98.1% |
| 10Y | +324.6% | +318.8% | +5.8% | +81.8% |
| All | +324.6% | +309.3% | +15.3% | +81.8% |
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