+32.5%
ACGL vs WU
-21.7%
+54.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | +0.9% | +11.7% | -10.8% | -1.1% |
| 30D | +13.7% | +12.6% | +1.1% | +11.4% |
| 3M | +8.0% | -0.5% | +8.5% | +7.9% |
| 6M | +13.3% | -18.2% | +31.5% | +16.7% |
| YTD | +11.8% | -19.0% | +30.8% | +15.2% |
| 1Y | +22.2% | -16.7% | +38.9% | +25.2% |
| 3Y | +32.5% | -21.0% | +53.5% | +39.8% |
| All | +32.5% | -21.7% | +54.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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