+274.0%
ACGL vs WST
+321.8%
-47.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.7% | +0.7% | -1.5% | -0.9% |
| 30D | -1.0% | -3.1% | +2.1% | -0.6% |
| 3M | +11.0% | +7.2% | +3.8% | +9.7% |
| 6M | -0.3% | +36.8% | -37.1% | -5.3% |
| YTD | +2.3% | +23.8% | -21.6% | -1.5% |
| 1Y | +6.4% | +37.8% | -31.4% | +0.4% |
| 3Y | +34.0% | -15.9% | +49.9% | +32.4% |
| 5Y | +161.6% | -25.8% | +187.5% | +164.9% |
| All | +274.0% | +321.8% | -47.8% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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