+324.6%
ACGL vs WST
+452.9%
-128.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.4% | +1.1% | -2.4% | -1.5% |
| 30D | +12.4% | +12.4% | 0.0% | +10.4% |
| 3M | +11.1% | +17.6% | -6.5% | +8.4% |
| 6M | +16.3% | +28.3% | -11.9% | +11.9% |
| YTD | +13.8% | +50.5% | -36.7% | +6.4% |
| 1Y | +20.4% | +49.4% | -29.0% | +12.6% |
| 3Y | +33.6% | +21.9% | +11.7% | +23.2% |
| 5Y | +176.8% | +0.4% | +176.5% | +164.3% |
| 10Y | +324.6% | +451.5% | -126.9% | +135.5% |
| All | +324.6% | +452.9% | -128.3% | +135.5% |
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