+8,761.5%
WELL vs ACGL
+4,429.2%
+4,332.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.5% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | -0.1% | -1.0% | +0.9% | +0.2% |
| 3M | +18.0% | +11.0% | +7.0% | +13.9% |
| 6M | +15.0% | -0.3% | +15.3% | +15.0% |
| YTD | +28.6% | +2.3% | +26.3% | +27.2% |
| 1Y | +42.9% | +6.4% | +36.5% | +39.2% |
| 3Y | +203.0% | +34.0% | +169.1% | +168.2% |
| 5Y | +206.9% | +161.6% | +45.2% | +111.3% |
| 10Y | +339.5% | +278.6% | +60.9% | +174.3% |
| All | +8,761.5% | +4,429.2% | +4,332.3% | +3,596.6% |
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