+4,218.1%
WAB vs ACGL
+4,938.9%
-720.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.5% |
| 7D | +4.0% | +1.3% | +2.8% | +3.6% |
| 30D | +6.3% | +14.2% | -7.9% | +1.7% |
| 3M | +3.3% | +11.1% | -7.8% | -0.5% |
| 6M | +14.5% | +16.4% | -1.9% | +8.2% |
| YTD | +42.7% | +13.8% | +28.9% | +35.5% |
| 1Y | +45.2% | +21.6% | +23.6% | +34.9% |
| 3Y | +173.8% | +33.5% | +140.2% | +142.8% |
| 5Y | +223.8% | +174.8% | +48.9% | +123.3% |
| 10Y | +280.5% | +330.4% | -49.9% | +128.5% |
| All | +4,218.1% | +4,938.9% | -720.9% | +1,686.5% |
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 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