+142.9%
WFC vs ACGL
+337.7%
-194.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | +1.4% |
| 7D | +1.2% | +0.9% | +0.4% | +0.7% |
| 30D | +5.2% | +13.7% | -8.5% | -2.9% |
| 3M | -3.0% | +8.0% | -11.1% | -7.8% |
| 6M | +6.2% | +13.3% | -7.1% | -2.6% |
| YTD | -7.9% | +11.8% | -19.8% | -15.5% |
| 1Y | +0.3% | +22.2% | -22.0% | -13.2% |
| 3Y | +117.7% | +32.5% | +85.3% | +70.7% |
| 5Y | +88.4% | +160.2% | -71.8% | -13.8% |
| All | +142.9% | +337.7% | -194.8% | -34.5% |
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