+345.7%
WM vs ACGL
+351.1%
-5.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +4.5% | +6.4% | -1.9% | +2.1% |
| 30D | +16.1% | +16.6% | -0.5% | +9.7% |
| 3M | +8.0% | +11.6% | -3.5% | +3.8% |
| 6M | +8.4% | +17.5% | -9.0% | +2.1% |
| YTD | +11.2% | +15.3% | -4.1% | +5.1% |
| 1Y | +22.3% | +26.3% | -4.0% | +11.8% |
| 3Y | +50.2% | +35.9% | +14.3% | +31.1% |
| 5Y | +63.3% | +168.2% | -104.9% | +5.5% |
| All | +345.7% | +351.1% | -5.4% | +136.8% |
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