+46.0%
WM vs ACGL
+34.2%
+11.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | +0.4% | +11.0% | -10.6% | -2.1% |
| 6M | -9.5% | -0.3% | -9.2% | -9.5% |
| YTD | +0.5% | +2.3% | -1.8% | -0.4% |
| 1Y | -1.1% | +6.4% | -7.5% | -3.1% |
| All | +46.0% | +34.2% | +11.8% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling