+53.4%
ALLE vs WCC
+139.9%
-86.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +3.6% | +9.9% | -6.4% | +1.0% |
| 30D | +25.9% | -8.4% | +34.3% | +27.7% |
| 3M | +15.8% | -10.3% | +26.1% | +17.7% |
| 6M | +48.1% | -10.5% | +58.6% | +49.5% |
| YTD | +22.0% | +32.2% | -10.2% | +8.8% |
| 1Y | +18.0% | +25.5% | -7.5% | +6.8% |
| 3Y | +93.1% | +134.7% | -41.6% | +33.9% |
| All | +53.4% | +139.9% | -86.6% | +1.1% |
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