+331.1%
ACGL vs WST
+441.1%
-110.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -3.2% |
| 7D | +0.9% | -3.1% | +4.0% | +1.3% |
| 30D | +13.7% | +9.1% | +4.6% | +12.3% |
| 3M | +8.0% | +14.7% | -6.6% | +5.8% |
| 6M | +13.3% | +28.0% | -14.7% | +8.9% |
| YTD | +11.8% | +45.6% | -33.8% | +5.1% |
| 1Y | +22.2% | +45.7% | -23.4% | +14.8% |
| 3Y | +32.5% | +21.1% | +11.4% | +22.0% |
| 5Y | +160.2% | +0.3% | +159.9% | +147.0% |
| All | +331.1% | +441.1% | -110.0% | +141.7% |
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