+210.5%
ALLE vs WCC
+453.1%
-242.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.1% |
| 7D | -0.8% | +3.3% | -4.2% | -1.9% |
| 30D | +27.4% | -9.4% | +36.8% | +29.7% |
| 3M | +13.8% | -10.5% | +24.4% | +15.9% |
| 6M | +45.5% | -10.4% | +55.9% | +46.9% |
| YTD | +21.4% | +34.4% | -13.0% | +7.7% |
| 1Y | +15.4% | +27.7% | -12.3% | +3.8% |
| 3Y | +91.7% | +137.9% | -46.2% | +34.7% |
| 5Y | +54.5% | +147.0% | -92.5% | +3.1% |
| 10Y | +210.5% | +442.5% | -231.9% | +47.2% |
| All | +210.5% | +453.1% | -242.6% | +47.2% |
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