+173.5%
WEC vs ACGL
+337.7%
-164.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.2% |
| 7D | -0.2% | +0.9% | -1.0% | -0.4% |
| 30D | +12.3% | +13.7% | -1.4% | +8.3% |
| 3M | +8.3% | +8.0% | +0.2% | +5.9% |
| 6M | +3.5% | +13.3% | -9.8% | -0.3% |
| YTD | +12.7% | +11.8% | +0.9% | +8.8% |
| 1Y | +8.2% | +22.2% | -14.1% | +1.8% |
| 3Y | +55.9% | +32.5% | +23.4% | +41.3% |
| 5Y | +51.2% | +160.2% | -108.9% | +8.7% |
| All | +173.5% | +337.7% | -164.1% | +88.5% |
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