+23.7%
WMB vs ACGL
+28.7%
-5.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.0% | -6.2% |
| 7D | -8.6% | +8.0% | -16.6% | -8.5% |
| 30D | -4.2% | +17.3% | -21.5% | -4.4% |
| 3M | -4.4% | +11.2% | -15.6% | -4.4% |
| 6M | -8.7% | +18.2% | -26.9% | -9.4% |
| YTD | +15.4% | +15.4% | 0.0% | +14.4% |
| 1Y | +23.7% | +26.5% | -2.8% | +18.8% |
| All | +23.7% | +28.7% | -5.0% | +18.8% |
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 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