+4.4%
ACGL vs WETO
-99.4%
+103.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | +0.4% |
| 7D | -2.1% | -38.7% | +36.5% | -2.1% |
| 30D | -2.2% | -51.3% | +49.1% | -2.0% |
| 3M | +6.3% | -97.8% | +104.1% | +6.7% |
| 6M | +0.5% | -94.8% | +95.3% | +0.8% |
| YTD | +0.2% | -97.2% | +97.4% | +1.2% |
| 1Y | +7.3% | -98.9% | +106.2% | +9.6% |
| All | +4.4% | -99.4% | +103.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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