+32.5%
ACGL vs WCN
+45.2%
-12.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.5% |
| 7D | +0.9% | +2.9% | -2.1% | -0.2% |
| 30D | +13.7% | +22.1% | -8.4% | +5.3% |
| 3M | +8.0% | +13.2% | -5.1% | +3.0% |
| 6M | +13.3% | +23.7% | -10.4% | +4.4% |
| YTD | +11.8% | +8.7% | +3.1% | +7.8% |
| 1Y | +22.2% | +15.3% | +6.9% | +14.4% |
| 3Y | +32.5% | +46.0% | -13.5% | +25.7% |
| All | +32.5% | +45.2% | -12.7% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling