+1,933.6%
WM vs ACGL
+4,429.2%
-2,495.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +0.4% | +11.0% | -10.6% | -1.9% |
| 6M | -9.5% | -0.3% | -9.2% | -9.5% |
| YTD | +0.5% | +2.3% | -1.8% | -0.2% |
| 1Y | -1.1% | +6.4% | -7.5% | -2.7% |
| 3Y | +46.0% | +34.0% | +12.1% | +35.1% |
| 5Y | +51.8% | +161.6% | -109.8% | +19.7% |
| 10Y | +307.5% | +278.6% | +28.9% | +193.5% |
| All | +1,933.6% | +4,429.2% | -2,495.7% | +1,078.3% |
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