+90.5%
WFC vs ACGL
+176.7%
-86.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | +6.8% | +12.8% | -5.9% | +2.0% |
| 3M | -3.0% | +12.3% | -15.3% | -7.3% |
| 6M | +15.4% | +15.8% | -0.4% | +8.5% |
| YTD | -5.9% | +13.9% | -19.8% | -11.3% |
| 1Y | +1.7% | +19.0% | -17.4% | -6.0% |
| 3Y | +124.9% | +33.7% | +91.2% | +93.3% |
| 5Y | +90.5% | +173.4% | -82.9% | -4.9% |
| All | +90.5% | +176.7% | -86.2% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling