+468.3%
WELL vs ACGL
+329.5%
+138.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.8% |
| 30D | +7.8% | +12.4% | -4.6% | +1.1% |
| 3M | +10.2% | +11.1% | -0.9% | +3.8% |
| 6M | +16.4% | +16.3% | 0.0% | +6.7% |
| YTD | +35.2% | +13.8% | +21.4% | +24.7% |
| 1Y | +30.5% | +20.4% | +10.0% | +16.5% |
| 3Y | +206.1% | +33.6% | +172.5% | +147.2% |
| 5Y | +228.3% | +176.8% | +51.4% | +55.4% |
| 10Y | +468.3% | +324.6% | +143.7% | +132.5% |
| All | +468.3% | +329.5% | +138.9% | +132.5% |
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