+50.4%
ALLE vs WCC
+117.0%
-66.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.5% |
| 7D | -0.6% | -14.7% | +14.1% | +3.2% |
| 30D | +25.3% | -20.1% | +45.4% | +31.8% |
| 3M | +10.3% | -21.2% | +31.4% | +16.0% |
| 6M | +38.0% | -19.2% | +57.2% | +43.1% |
| YTD | +17.8% | +20.2% | -2.4% | +7.8% |
| 1Y | +13.6% | +14.5% | -0.9% | +5.3% |
| 3Y | +89.2% | +115.1% | -25.9% | +34.2% |
| All | +50.4% | +117.0% | -66.6% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling