+541.8%
WPM vs ACGL
+329.0%
+212.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.1% |
| 7D | +16.9% | +0.9% | +16.1% | +16.9% |
| 30D | +2.0% | +13.7% | -11.8% | +0.9% |
| 3M | +8.9% | +8.0% | +0.9% | +8.2% |
| 6M | +1.6% | +13.3% | -11.7% | +0.4% |
| YTD | +16.5% | +11.8% | +4.7% | +15.1% |
| 1Y | +42.2% | +22.2% | +20.0% | +39.2% |
| 3Y | +213.3% | +32.5% | +180.8% | +203.8% |
| 5Y | +249.9% | +160.2% | +89.7% | +216.6% |
| All | +541.8% | +329.0% | +212.8% | +942.5% |
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