+281.4%
WMB vs ACGL
+324.4%
-43.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +7.8% | +2.2% | +5.6% | +6.9% |
| 30D | -5.1% | +12.3% | -17.4% | -9.9% |
| 3M | -4.7% | +11.8% | -16.5% | -9.5% |
| 6M | -7.4% | +17.5% | -24.9% | -14.3% |
| YTD | +17.5% | +14.3% | +3.2% | +9.5% |
| 1Y | +19.5% | +18.2% | +1.3% | +9.7% |
| 3Y | +121.3% | +33.2% | +88.1% | +87.6% |
| 5Y | +200.5% | +174.3% | +26.2% | +71.6% |
| All | +281.4% | +324.4% | -43.0% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling