+151.1%
ALLE vs WCC
+509.2%
-358.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.4% |
| 7D | +2.8% | +8.5% | -5.7% | +0.4% |
| 30D | -7.6% | -1.0% | -6.6% | -7.6% |
| 3M | +22.8% | +2.1% | +20.7% | +20.9% |
| 6M | +4.6% | +36.8% | -32.2% | -6.3% |
| YTD | -1.2% | +47.7% | -48.9% | -13.8% |
| 1Y | -9.1% | +66.5% | -75.6% | -24.0% |
| 3Y | +50.0% | +134.2% | -84.2% | +6.9% |
| 5Y | +15.2% | +231.6% | -216.4% | -29.1% |
| 10Y | +151.1% | +508.1% | -357.0% | +10.7% |
| All | +151.1% | +509.2% | -358.1% | +10.7% |
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