+17.8%
WBD vs ACGL
+128.0%
-110.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.2% | +13.5% | +13.6% |
| 7D | +13.7% | +0.2% | +13.5% | +13.6% |
| 30D | +13.7% | +0.2% | +13.5% | +13.6% |
| 3M | +13.7% | +0.2% | +13.5% | +13.6% |
| 6M | +13.3% | -2.5% | +15.7% | +14.1% |
| YTD | +7.4% | -1.6% | +9.0% | +7.6% |
| 1Y | +63.0% | +3.9% | +59.0% | +59.7% |
| 3Y | +206.7% | +21.5% | +185.2% | +178.4% |
| All | +17.8% | +128.0% | -110.2% | -29.3% |
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 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