-21.1%
WY vs ACGL
+161.8%
-182.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.3% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -10.1% | -1.0% | -9.1% | -9.9% |
| 3M | -5.1% | +11.0% | -16.2% | -8.0% |
| 6M | -4.8% | -0.3% | -4.5% | -4.9% |
| YTD | -0.2% | +2.3% | -2.5% | -1.3% |
| 1Y | -6.6% | +6.4% | -13.0% | -8.8% |
| 3Y | -22.7% | +34.0% | -56.7% | -30.8% |
| All | -21.1% | +161.8% | -182.9% | -47.1% |
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 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