+13.7%
WBD vs ACGL
+270.1%
-256.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.9% |
| 7D | -1.7% | -2.1% | +0.4% | -0.8% |
| 30D | +3.9% | -2.2% | +6.0% | +4.8% |
| 3M | +5.1% | +6.3% | -1.2% | +1.9% |
| 6M | +0.6% | +0.5% | +0.1% | -0.5% |
| YTD | -3.2% | +0.2% | -3.4% | -4.3% |
| 1Y | +127.7% | +7.3% | +120.4% | +118.1% |
| 3Y | +146.6% | +30.8% | +115.7% | +109.4% |
| 5Y | +4.2% | +155.8% | -151.6% | -38.0% |
| 10Y | +13.7% | +276.3% | -262.6% | -44.0% |
| All | +13.7% | +270.1% | -256.4% | -44.0% |
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