+1,221.5%
WDC vs ACGL
+270.2%
+951.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.7% | +7.6% | +6.6% |
| 7D | +1.7% | -0.7% | +2.5% | +2.0% |
| 30D | -10.0% | -1.0% | -9.0% | -9.7% |
| 3M | -18.8% | +11.0% | -29.8% | -24.0% |
| 6M | +79.0% | -0.3% | +79.4% | +74.9% |
| YTD | +171.6% | +2.3% | +169.3% | +159.6% |
| 1Y | +417.4% | +6.4% | +411.0% | +380.2% |
| 3Y | +1,251.8% | +34.0% | +1,217.8% | +950.7% |
| 5Y | +911.7% | +161.6% | +750.1% | +392.7% |
| All | +1,221.5% | +270.2% | +951.4% | +456.4% |
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