+4,269.4%
ACGL vs WWD
+19,183.0%
-14,913.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | -1.0% | -7.2% | +6.2% | +0.5% |
| 3M | +11.0% | -3.8% | +14.9% | +11.4% |
| 6M | -0.3% | -9.9% | +9.6% | +0.9% |
| YTD | +2.3% | +14.8% | -12.5% | -2.3% |
| 1Y | +6.4% | +42.1% | -35.7% | -3.5% |
| 3Y | +34.0% | +170.8% | -136.8% | +3.5% |
| 5Y | +161.6% | +197.5% | -35.9% | +95.3% |
| 10Y | +278.6% | +477.8% | -199.2% | +143.9% |
| All | +4,269.4% | +19,183.0% | -14,913.6% | +1,771.9% |
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 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