-9.2%
WY vs ACGL
+8.0%
-17.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | -3.7% | -3.6% | 0.0% | -3.1% |
| 30D | -11.3% | -2.1% | -9.2% | -11.0% |
| 3M | -8.1% | +5.4% | -13.5% | -8.9% |
| 6M | -7.4% | 0.0% | -7.4% | -7.5% |
| YTD | -4.7% | +0.3% | -5.0% | -5.0% |
| 1Y | -9.2% | +6.2% | -15.4% | -10.3% |
| All | -9.2% | +8.0% | -17.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling