-9.3%
ALB vs WCC
+135.0%
-144.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.3% | -3.6% |
| 7D | +9.5% | -5.7% | +15.1% | +10.9% |
| 30D | -2.1% | -13.5% | +11.3% | +2.6% |
| 3M | -24.1% | -12.9% | -11.3% | -21.3% |
| 6M | -51.0% | -10.7% | -40.3% | -50.2% |
| YTD | -29.3% | +30.0% | -59.3% | -41.6% |
| 1Y | +3.2% | +24.7% | -21.5% | -13.1% |
| 3Y | -9.3% | +136.6% | -145.9% | -58.5% |
| All | -9.3% | +135.0% | -144.3% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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