+100.5%
WMB vs ACGL
+31.5%
+69.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | -13.8% | +0.9% | -14.7% | -14.0% |
| 30D | -10.3% | +13.7% | -24.1% | -12.8% |
| 3M | -10.1% | +8.0% | -18.1% | -11.6% |
| 6M | -11.8% | +13.3% | -25.1% | -14.6% |
| YTD | +8.9% | +11.8% | -2.9% | +5.5% |
| 1Y | +14.0% | +22.2% | -8.3% | +7.8% |
| 3Y | +100.5% | +32.5% | +68.0% | +88.1% |
| All | +100.5% | +31.5% | +69.0% | +88.1% |
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