+263.0%
WY vs ACGL
+4,429.2%
-4,166.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -10.1% | -1.0% | -9.1% | -9.8% |
| 3M | -5.1% | +11.0% | -16.2% | -8.9% |
| 6M | -4.8% | -0.3% | -4.5% | -5.0% |
| YTD | -0.2% | +2.3% | -2.5% | -1.6% |
| 1Y | -6.6% | +6.4% | -13.0% | -9.4% |
| 3Y | -22.7% | +34.0% | -56.7% | -32.6% |
| 5Y | -22.2% | +161.6% | -183.9% | -48.0% |
| 10Y | +7.3% | +278.6% | -271.3% | -35.8% |
| All | +263.0% | +4,429.2% | -4,166.2% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling