+276.9%
WAB vs ACGL
+329.5%
-52.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.1% | -1.4% | +4.5% | +3.8% |
| 30D | +6.4% | +12.4% | -5.9% | +0.2% |
| 3M | +2.2% | +11.1% | -8.9% | -3.5% |
| 6M | +13.7% | +16.3% | -2.6% | +4.1% |
| YTD | +43.0% | +13.8% | +29.2% | +31.8% |
| 1Y | +47.0% | +20.4% | +26.5% | +31.4% |
| 3Y | +174.4% | +33.6% | +140.8% | +123.8% |
| 5Y | +222.2% | +176.8% | +45.3% | +63.5% |
| 10Y | +276.9% | +324.6% | -47.7% | +50.3% |
| All | +276.9% | +329.5% | -52.6% | +50.3% |
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