+280.0%
WAB vs ACGL
+337.7%
-57.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +3.3% |
| 7D | +1.4% | +0.9% | +0.6% | +0.9% |
| 30D | +0.4% | +13.7% | -13.3% | -6.2% |
| 3M | -3.8% | +8.0% | -11.9% | -7.9% |
| 6M | +5.1% | +13.3% | -8.2% | -2.5% |
| YTD | +33.3% | +11.8% | +21.5% | +23.9% |
| 1Y | +39.8% | +22.2% | +17.6% | +23.9% |
| 3Y | +161.1% | +32.5% | +128.6% | +113.5% |
| 5Y | +209.5% | +160.2% | +49.3% | +62.6% |
| All | +280.0% | +337.7% | -57.7% | +36.3% |
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 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