+3.6%
WY vs ACGL
+332.3%
-328.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -0.8% | -1.1% | +0.3% | 0.0% |
| 30D | +10.6% | +13.1% | -2.5% | +3.3% |
| 3M | -16.6% | +9.8% | -26.4% | -21.0% |
| 6M | -8.6% | +15.3% | -23.9% | -16.2% |
| YTD | -8.4% | +12.7% | -21.1% | -15.4% |
| 1Y | -5.1% | +20.7% | -25.8% | -15.8% |
| 3Y | -21.9% | +34.3% | -56.2% | -38.0% |
| 5Y | -31.3% | +170.6% | -201.9% | -68.3% |
| 10Y | +3.6% | +330.6% | -327.0% | -60.8% |
| All | +3.6% | +332.3% | -328.7% | -60.8% |
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