+32.7%
ACGL vs WU
-24.1%
+56.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -1.2% | -5.3% | +4.1% | -0.3% |
| 30D | +12.8% | +9.0% | +3.8% | +11.1% |
| 3M | +12.3% | -3.6% | +15.8% | +12.7% |
| 6M | +15.8% | -19.4% | +35.2% | +19.5% |
| YTD | +13.9% | -21.7% | +35.6% | +18.0% |
| 1Y | +19.0% | -16.1% | +35.1% | +21.7% |
| All | +32.7% | -24.1% | +56.8% | +40.3% |
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