+138.1%
WFC vs ACGL
+270.2%
-132.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.9% |
| 7D | +3.8% | -0.7% | +4.5% | +4.2% |
| 30D | +1.5% | -1.0% | +2.5% | +2.0% |
| 3M | +10.9% | +11.0% | -0.2% | +3.2% |
| 6M | +8.4% | -0.3% | +8.8% | +7.7% |
| YTD | -1.9% | +2.3% | -4.1% | -4.7% |
| 1Y | +12.3% | +6.4% | +6.0% | +5.9% |
| 3Y | +132.3% | +34.0% | +98.4% | +78.6% |
| 5Y | +130.1% | +161.6% | -31.6% | +3.7% |
| All | +138.1% | +270.2% | -132.1% | -14.9% |
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