+180.2%
WMB vs ACGL
+174.7%
+5.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -14.2% | +6.4% | -20.6% | -15.6% |
| 30D | -11.2% | +16.6% | -27.9% | -14.7% |
| 3M | -9.9% | +11.6% | -21.5% | -12.5% |
| 6M | -14.4% | +17.5% | -31.8% | -18.2% |
| YTD | +9.2% | +15.3% | -6.0% | +4.5% |
| 1Y | +15.1% | +26.3% | -11.2% | +7.2% |
| 3Y | +99.2% | +35.9% | +63.3% | +79.8% |
| 5Y | +180.2% | +168.2% | +12.1% | +90.2% |
| All | +180.2% | +174.7% | +5.6% | +90.2% |
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