+141.1%
WEC vs ACGL
+263.8%
-122.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | +0.8% | -2.9% | +3.8% | +1.6% |
| 30D | +0.3% | -2.8% | +3.2% | +1.1% |
| 3M | -2.9% | +6.8% | -9.7% | -4.8% |
| 6M | -5.9% | -1.5% | -4.4% | -5.7% |
| YTD | +4.1% | -0.2% | +4.4% | +3.8% |
| 1Y | +3.1% | +5.3% | -2.2% | +1.1% |
| 3Y | +40.8% | +30.3% | +10.5% | +27.8% |
| 5Y | +31.7% | +151.8% | -120.1% | -5.1% |
| 10Y | +141.1% | +266.9% | -125.8% | +48.2% |
| All | +141.1% | +263.8% | -122.7% | +48.2% |
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