+198.5%
WMB vs ACGL
+173.1%
+25.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | -6.9% | +1.3% | -8.2% | -7.2% |
| 30D | -7.2% | +14.2% | -21.4% | -10.4% |
| 3M | -5.4% | +11.1% | -16.5% | -8.1% |
| 6M | -4.9% | +16.4% | -21.2% | -9.0% |
| YTD | +14.7% | +13.8% | +0.9% | +10.1% |
| 1Y | +14.7% | +21.6% | -6.8% | +8.0% |
| 3Y | +116.4% | +33.5% | +82.8% | +96.2% |
| 5Y | +198.5% | +174.8% | +23.7% | +99.2% |
| All | +198.5% | +173.1% | +25.4% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling