+431.4%
ACGL vs WING
+667.7%
-236.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +6.4% | +14.0% | -7.6% | +4.9% |
| 30D | +16.6% | +47.7% | -31.1% | +11.8% |
| 3M | +11.6% | +34.2% | -22.6% | +7.7% |
| 6M | +17.5% | +13.6% | +3.9% | +14.7% |
| YTD | +15.3% | -30.0% | +45.3% | +17.4% |
| 1Y | +26.3% | -33.9% | +60.2% | +29.3% |
| 3Y | +35.9% | -18.7% | +54.6% | +30.1% |
| 5Y | +168.2% | +5.5% | +162.6% | +140.5% |
| 10Y | +352.0% | +696.2% | -344.2% | +205.9% |
| All | +431.4% | +667.7% | -236.3% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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