+22.3%
WM vs ACGL
+26.1%
-3.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.9% |
| 3M | +8.0% | +11.6% | -3.5% | +3.8% |
| 6M | +8.4% | +17.5% | -9.0% | +3.0% |
| YTD | +11.2% | +15.3% | -4.1% | +5.2% |
| 1Y | +22.3% | +26.3% | -4.0% | +9.9% |
| All | +22.3% | +26.1% | -3.8% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling