+2,131.3%
WMB vs ACGL
+4,429.2%
-2,297.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.7% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +3.3% | -1.0% | +4.3% | +3.6% |
| 3M | +3.1% | +11.0% | -7.9% | -0.7% |
| 6M | -0.7% | -0.3% | -0.4% | -1.1% |
| YTD | +25.2% | +2.3% | +22.9% | +23.4% |
| 1Y | +32.9% | +6.4% | +26.5% | +29.1% |
| 3Y | +140.6% | +34.0% | +106.6% | +113.0% |
| 5Y | +273.5% | +161.6% | +111.8% | +159.9% |
| 10Y | +334.2% | +278.6% | +55.6% | +165.1% |
| All | +2,131.3% | +4,429.2% | -2,297.9% | +803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling