+221.5%
ALLE vs WCC
+492.1%
-270.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.4% | +0.5% |
| 7D | -0.6% | -5.7% | +5.1% | +0.5% |
| 30D | +26.6% | -13.5% | +40.1% | +30.6% |
| 3M | +13.2% | -12.9% | +26.0% | +16.1% |
| 6M | +42.9% | -10.7% | +53.5% | +44.3% |
| YTD | +21.0% | +30.0% | -9.0% | +8.4% |
| 1Y | +15.2% | +24.7% | -9.5% | +4.2% |
| 3Y | +95.6% | +136.6% | -41.0% | +37.5% |
| 5Y | +53.4% | +143.9% | -90.5% | +2.6% |
| 10Y | +221.5% | +465.9% | -244.4% | +45.8% |
| All | +221.5% | +492.1% | -270.6% | +45.8% |
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