+660.4%
WDC vs ACGL
+332.0%
+328.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -16.7% | +1.3% | -18.0% | -17.2% |
| 30D | -27.2% | +14.2% | -41.4% | -31.4% |
| 3M | -34.0% | +11.1% | -45.1% | -37.3% |
| 6M | -39.7% | +16.4% | -56.1% | -45.0% |
| YTD | +68.1% | +13.8% | +54.3% | +52.8% |
| 1Y | +66.3% | +21.6% | +44.8% | +45.8% |
| 3Y | +754.4% | +33.5% | +720.9% | +576.5% |
| 5Y | +595.8% | +174.8% | +420.9% | +233.9% |
| 10Y | +660.4% | +330.4% | +330.0% | +215.3% |
| All | +660.4% | +332.0% | +328.4% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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