+336.3%
WBD vs ACGL
+1,895.3%
-1,559.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.5% |
| YTD | +7.4% | -1.6% | +9.0% | +7.6% |
| 1Y | +63.0% | +3.9% | +59.0% | +58.3% |
| 3Y | +206.7% | +21.5% | +185.2% | +166.4% |
| 5Y | +18.4% | +150.6% | -132.2% | -32.9% |
| 10Y | +11.8% | +285.1% | -273.3% | -54.2% |
| All | +336.3% | +1,895.3% | -1,559.0% | -25.0% |
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 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