+344.3%
ACGL vs WWD
+442.6%
-98.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | +2.1% |
| 7D | +6.4% | -2.6% | +8.9% | +7.1% |
| 30D | +16.6% | -7.7% | +24.3% | +19.5% |
| 3M | +11.6% | -17.7% | +29.3% | +19.0% |
| 6M | +17.5% | -15.9% | +33.4% | +22.9% |
| YTD | +15.3% | +1.8% | +13.5% | +9.8% |
| 1Y | +26.3% | +17.4% | +8.9% | +12.7% |
| 3Y | +35.9% | +137.1% | -101.2% | -14.5% |
| 5Y | +168.2% | +162.4% | +5.8% | +55.6% |
| All | +344.3% | +442.6% | -98.3% | +97.9% |
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