+32.9%
WMB vs ACGL
+4.8%
+28.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.6% |
| 30D | +3.3% | -1.0% | +4.3% | +3.3% |
| 3M | +3.1% | +11.0% | -7.9% | +1.4% |
| 6M | -0.7% | -0.3% | -0.4% | -1.1% |
| YTD | +25.2% | +2.3% | +22.9% | +24.0% |
| 1Y | +32.9% | +6.4% | +26.5% | +31.4% |
| All | +32.9% | +4.8% | +28.0% | +31.4% |
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