+208.8%
ALLE vs WCC
+460.5%
-251.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +0.1% | -9.9% | +10.0% | +2.6% |
| 30D | +25.9% | -13.4% | +39.3% | +29.9% |
| 3M | +14.9% | -13.5% | +28.4% | +18.1% |
| 6M | +42.1% | -10.6% | +52.7% | +43.5% |
| YTD | +20.4% | +30.1% | -9.7% | +7.8% |
| 1Y | +14.9% | +22.3% | -7.5% | +4.6% |
| 3Y | +90.1% | +130.3% | -40.2% | +34.8% |
| 5Y | +53.0% | +144.5% | -91.5% | +2.4% |
| 10Y | +208.8% | +431.8% | -223.0% | +48.2% |
| All | +208.8% | +460.5% | -251.7% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling