+260.8%
WPM vs ACGL
+161.8%
+99.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +26.4% | -1.0% | +27.4% | +26.5% |
| 3M | +20.8% | +11.0% | +9.8% | +18.9% |
| 6M | +1.1% | -0.3% | +1.4% | +1.0% |
| YTD | +32.5% | +2.3% | +30.2% | +31.5% |
| 1Y | +51.5% | +6.4% | +45.2% | +49.3% |
| 3Y | +267.0% | +34.0% | +233.1% | +246.1% |
| All | +260.8% | +161.8% | +99.0% | +181.7% |
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