+4,762.4%
ACGL vs WWD
+18,755.8%
-13,993.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -1.4% | +3.7% | -5.1% | -2.2% |
| 30D | +12.4% | +1.8% | +10.6% | +11.6% |
| 3M | +11.1% | -5.0% | +16.1% | +11.8% |
| 6M | +16.3% | -8.4% | +24.7% | +17.5% |
| YTD | +13.8% | +12.3% | +1.5% | +8.9% |
| 1Y | +20.4% | +26.2% | -5.8% | +11.9% |
| 3Y | +33.6% | +154.6% | -121.0% | +4.2% |
| 5Y | +176.8% | +195.3% | -18.4% | +106.3% |
| 10Y | +324.6% | +466.3% | -141.7% | +174.0% |
| All | +4,762.4% | +18,755.8% | -13,993.4% | +1,985.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling