+2,330.2%
WEC vs ACGL
+4,429.2%
-2,099.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | -1.3% | -1.0% | -0.3% | -1.1% |
| 3M | -3.9% | +11.0% | -15.0% | -5.7% |
| 6M | -8.3% | -0.3% | -8.0% | -8.4% |
| YTD | +3.1% | +2.3% | +0.8% | +2.5% |
| 1Y | +1.9% | +6.4% | -4.4% | +0.6% |
| 3Y | +41.9% | +34.0% | +8.0% | +33.7% |
| 5Y | +30.8% | +161.6% | -130.9% | +8.9% |
| 10Y | +141.9% | +278.6% | -136.7% | +86.6% |
| All | +2,330.2% | +4,429.2% | -2,099.0% | +1,439.0% |
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