+9.6%
WY vs ACGL
+270.1%
-260.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.7% |
| 7D | -1.7% | -2.1% | +0.4% | -0.5% |
| 30D | -9.9% | -2.2% | -7.7% | -8.8% |
| 3M | -7.5% | +6.3% | -13.8% | -11.1% |
| 6M | -5.1% | +0.5% | -5.7% | -6.2% |
| YTD | -2.1% | +0.2% | -2.3% | -3.4% |
| 1Y | -7.3% | +7.3% | -14.6% | -12.5% |
| 3Y | -22.6% | +30.8% | -53.5% | -38.6% |
| 5Y | -19.8% | +155.8% | -175.6% | -62.3% |
| 10Y | +9.6% | +276.3% | -266.8% | -58.1% |
| All | +9.6% | +270.1% | -260.6% | -58.1% |
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