+500.7%
WPM vs ACGL
+270.2%
+230.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | +1.1% | -0.7% | +1.8% | +1.1% |
| 30D | +26.4% | -1.0% | +27.4% | +26.4% |
| 3M | +20.8% | +11.0% | +9.8% | +19.5% |
| 6M | +1.1% | -0.3% | +1.4% | +1.0% |
| YTD | +32.5% | +2.3% | +30.2% | +31.8% |
| 1Y | +51.5% | +6.4% | +45.2% | +50.1% |
| 3Y | +267.0% | +34.0% | +233.1% | +254.4% |
| 5Y | +250.1% | +161.6% | +88.5% | +215.4% |
| All | +500.7% | +270.2% | +230.6% | +491.6% |
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