+2,525.2%
WFC vs ACGL
+4,429.2%
-1,904.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.6% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | +1.5% | -1.0% | +2.5% | +1.8% |
| 3M | +10.9% | +11.0% | -0.2% | +5.6% |
| 6M | +8.4% | -0.3% | +8.8% | +8.0% |
| YTD | -1.9% | +2.3% | -4.1% | -3.6% |
| 1Y | +12.3% | +6.4% | +6.0% | +8.1% |
| 3Y | +132.3% | +34.0% | +98.4% | +98.0% |
| 5Y | +130.1% | +161.6% | -31.6% | +44.9% |
| 10Y | +134.4% | +278.6% | -144.2% | +29.2% |
| All | +2,525.2% | +4,429.2% | -1,904.0% | +835.5% |
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 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