+442.3%
WELL vs ACGL
+324.4%
+117.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +0.1% | +2.2% | -2.1% | -1.1% |
| 30D | +5.7% | +12.3% | -6.6% | -0.9% |
| 3M | +4.6% | +11.8% | -7.2% | -1.8% |
| 6M | +11.9% | +17.5% | -5.6% | +2.0% |
| YTD | +33.6% | +14.3% | +19.3% | +23.0% |
| 1Y | +29.8% | +18.2% | +11.6% | +17.2% |
| 3Y | +202.2% | +33.2% | +169.0% | +144.6% |
| 5Y | +223.2% | +174.3% | +48.9% | +54.1% |
| All | +442.3% | +324.4% | +117.9% | +121.1% |
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