+283.6%
WAB vs ACGL
+270.2%
+13.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.6% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | -4.4% | -1.0% | -3.4% | -4.0% |
| 3M | +7.9% | +11.0% | -3.2% | +1.5% |
| 6M | +8.7% | -0.3% | +9.0% | +7.9% |
| YTD | +33.0% | +2.3% | +30.7% | +29.8% |
| 1Y | +46.7% | +6.4% | +40.3% | +39.7% |
| 3Y | +153.0% | +34.0% | +119.0% | +104.1% |
| 5Y | +222.3% | +161.6% | +60.6% | +68.2% |
| All | +283.6% | +270.2% | +13.4% | +64.5% |
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