+583.6%
WDC vs ACGL
+337.7%
+245.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -0.3% |
| 7D | -28.0% | +0.9% | -28.8% | -28.4% |
| 30D | -34.9% | +13.7% | -48.7% | -38.7% |
| 3M | -41.6% | +8.0% | -49.6% | -43.8% |
| 6M | -45.4% | +13.3% | -58.7% | -49.6% |
| YTD | +53.3% | +11.8% | +41.4% | +40.3% |
| 1Y | +61.5% | +22.2% | +39.3% | +40.9% |
| 3Y | +712.3% | +32.5% | +679.9% | +543.9% |
| 5Y | +524.2% | +160.2% | +364.0% | +209.2% |
| All | +583.6% | +337.7% | +245.9% | +190.5% |
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