+323.5%
ACGL vs WWD
+442.7%
-119.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.8% |
| 7D | -1.2% | +8.2% | -9.4% | -4.1% |
| 30D | +12.8% | -0.2% | +13.0% | +12.3% |
| 3M | +12.3% | -8.4% | +20.7% | +15.0% |
| 6M | +15.8% | -9.5% | +25.3% | +18.0% |
| YTD | +13.9% | +10.1% | +3.8% | +5.2% |
| 1Y | +19.0% | +21.6% | -2.5% | +4.9% |
| 3Y | +33.7% | +149.6% | -115.9% | -17.5% |
| 5Y | +173.4% | +191.3% | -17.9% | +51.8% |
| All | +323.5% | +442.7% | -119.2% | +83.3% |
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