+2,614.2%
WEC vs ACGL
+5,005.0%
-2,390.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.2% | +6.4% | -3.2% | +2.1% |
| 30D | +14.7% | +16.6% | -1.9% | +11.7% |
| 3M | +10.2% | +11.6% | -1.3% | +8.1% |
| 6M | +4.5% | +17.5% | -13.0% | +1.5% |
| YTD | +15.1% | +15.3% | -0.2% | +12.1% |
| 1Y | +9.4% | +26.3% | -16.9% | +4.8% |
| 3Y | +56.9% | +35.9% | +21.0% | +47.5% |
| 5Y | +54.4% | +168.2% | -113.7% | +28.1% |
| 10Y | +183.5% | +352.0% | -168.5% | +112.6% |
| All | +2,614.2% | +5,005.0% | -2,390.7% | +1,583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling