+51.8%
ALLE vs WCC
+112.3%
-60.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -0.4% |
| 7D | 0.0% | -21.9% | +21.9% | +6.2% |
| 30D | +20.6% | -25.4% | +46.0% | +29.3% |
| 3M | +11.4% | -23.1% | +34.5% | +18.0% |
| 6M | +42.5% | -18.1% | +60.6% | +47.1% |
| YTD | +18.9% | +17.7% | +1.2% | +9.4% |
| 1Y | +14.2% | +12.4% | +1.8% | +6.3% |
| 3Y | +90.7% | +105.9% | -15.2% | +37.1% |
| All | +51.8% | +112.3% | -60.6% | +2.7% |
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 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