+19.5%
WBD vs ACGL
+277.3%
-257.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | +5.3% | +31.2% | +34.0% |
| 7D | +36.5% | +5.3% | +31.2% | +34.0% |
| 30D | +36.5% | +5.3% | +31.2% | +34.0% |
| 3M | +36.5% | +5.3% | +31.2% | +34.0% |
| 6M | +36.5% | +5.3% | +31.2% | +34.0% |
| YTD | +36.5% | +5.3% | +31.2% | +34.0% |
| 1Y | +63.0% | +3.9% | +59.0% | +60.7% |
| 3Y | +206.7% | +21.5% | +185.2% | +174.4% |
| 5Y | +18.4% | +150.6% | -132.2% | -28.2% |
| All | +19.5% | +277.3% | -257.8% | -50.0% |
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