+26.0%
ACGL vs WWD
+17.1%
+8.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.0% | +5.9% | 0.0% |
| 7D | +6.4% | -2.6% | +8.9% | +6.3% |
| 30D | +16.6% | -7.7% | +24.3% | +16.6% |
| 3M | +11.6% | -17.7% | +29.3% | +11.9% |
| 6M | +17.5% | -15.9% | +33.4% | +17.5% |
| YTD | +15.3% | +1.8% | +13.5% | +14.6% |
| All | +26.0% | +17.1% | +8.9% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling