+36.5%
ACGL vs WST
+16.9%
+19.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.1% |
| 7D | +6.4% | -5.8% | +12.2% | +6.6% |
| 30D | +16.6% | +5.3% | +11.3% | +16.4% |
| 3M | +11.6% | +11.8% | -0.2% | +11.1% |
| 6M | +17.5% | +26.7% | -9.2% | +16.3% |
| YTD | +15.3% | +43.0% | -27.7% | +13.5% |
| 1Y | +26.3% | +38.9% | -12.6% | +24.5% |
| All | +36.5% | +16.9% | +19.7% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling