+298.2%
WBD vs ACGL
+1,974.4%
-1,676.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +8.8% | -1.0% | +9.8% | +9.2% |
| 3M | +4.6% | +11.0% | -6.4% | -1.3% |
| 6M | +1.1% | -0.3% | +1.4% | +0.3% |
| YTD | -2.0% | +2.3% | -4.3% | -4.4% |
| 1Y | +140.0% | +6.4% | +133.6% | +129.2% |
| 3Y | +144.4% | +34.0% | +110.4% | +99.6% |
| 5Y | -0.2% | +161.6% | -161.9% | -45.1% |
| 10Y | +9.1% | +278.6% | -269.5% | -55.0% |
| All | +298.2% | +1,974.4% | -1,676.2% | -33.4% |
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