+473.8%
WELL vs ACGL
+332.0%
+141.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | 0.0% |
| 7D | +3.0% | +1.3% | +1.8% | +2.3% |
| 30D | +10.2% | +14.2% | -4.0% | +2.4% |
| 3M | +6.1% | +11.1% | -5.0% | 0.0% |
| 6M | +16.6% | +16.4% | +0.3% | +6.9% |
| YTD | +35.3% | +13.8% | +21.6% | +24.9% |
| 1Y | +31.5% | +21.6% | +9.9% | +16.8% |
| 3Y | +206.5% | +33.5% | +172.9% | +147.5% |
| 5Y | +222.0% | +174.8% | +47.1% | +53.2% |
| 10Y | +473.8% | +330.4% | +143.4% | +135.8% |
| All | +473.8% | +332.0% | +141.8% | +135.8% |
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