+227.9%
WAB vs ACGL
+161.8%
+66.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.3% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -4.4% | -1.0% | -3.4% | -4.2% |
| 3M | +7.9% | +11.0% | -3.2% | +3.6% |
| 6M | +8.7% | -0.3% | +9.0% | +8.3% |
| YTD | +33.0% | +2.3% | +30.7% | +31.0% |
| 1Y | +46.7% | +6.4% | +40.3% | +42.1% |
| 3Y | +153.0% | +34.0% | +119.0% | +116.9% |
| All | +227.9% | +161.8% | +66.1% | +90.9% |
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