+1,371.7%
ACGL vs WU
-19.6%
+1,391.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | -1.0% | -1.1% | +0.1% | -0.8% |
| 3M | +11.0% | -3.9% | +14.9% | +11.0% |
| 6M | -0.3% | -20.7% | +20.3% | +5.6% |
| YTD | +2.3% | -18.4% | +20.6% | +7.2% |
| 1Y | +6.4% | -8.1% | +14.4% | +6.5% |
| 3Y | +34.0% | -24.2% | +58.1% | +40.0% |
| 5Y | +161.6% | -50.4% | +212.1% | +208.0% |
| 10Y | +278.6% | -40.0% | +318.6% | +318.5% |
| All | +1,371.7% | -19.6% | +1,391.3% | +1,221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling