+63.2%
WEC vs ACGL
+33.3%
+29.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | +11.0% | +12.8% | -1.8% | +7.8% |
| 3M | +8.6% | +12.3% | -3.7% | +5.6% |
| 6M | +6.2% | +15.8% | -9.7% | +2.4% |
| YTD | +14.3% | +13.9% | +0.4% | +10.4% |
| 1Y | +8.4% | +19.0% | -10.7% | +3.7% |
| All | +63.2% | +33.3% | +29.8% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling