+567.0%
WDC vs ACGL
+173.3%
+393.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.0% |
| 7D | +12.1% | +2.2% | +9.9% | +12.1% |
| 30D | -18.8% | +12.3% | -31.1% | -18.9% |
| 3M | -39.3% | +11.8% | -51.1% | -39.4% |
| 6M | -40.1% | +17.5% | -57.6% | -40.9% |
| YTD | +71.8% | +14.3% | +57.5% | +69.5% |
| 1Y | +88.5% | +18.2% | +70.3% | +84.3% |
| 3Y | +770.0% | +33.2% | +736.8% | +697.3% |
| All | +567.0% | +173.3% | +393.7% | +286.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling