+330.4%
ACGL vs WWD
+460.9%
-130.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +1.3% | +0.4% | +0.8% | +0.9% |
| 30D | +14.2% | -0.4% | +14.6% | +13.8% |
| 3M | +11.1% | -6.1% | +17.2% | +12.7% |
| 6M | +16.4% | -9.5% | +25.9% | +18.5% |
| YTD | +13.8% | +10.8% | +3.0% | +4.9% |
| 1Y | +21.6% | +23.5% | -2.0% | +6.5% |
| 3Y | +33.5% | +151.3% | -117.7% | -17.7% |
| 5Y | +174.8% | +187.8% | -13.0% | +53.7% |
| 10Y | +330.4% | +461.1% | -130.7% | +85.9% |
| All | +330.4% | +460.9% | -130.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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