+342.6%
ALLE vs WCC
+245.3%
+97.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -0.2% |
| 7D | 0.0% | -21.9% | +21.9% | +6.8% |
| 30D | +20.6% | -25.4% | +46.0% | +29.9% |
| 3M | +11.4% | -23.1% | +34.5% | +18.5% |
| 6M | +42.5% | -18.1% | +60.6% | +47.5% |
| YTD | +18.9% | +17.7% | +1.2% | +9.5% |
| 1Y | +14.2% | +12.4% | +1.8% | +6.4% |
| 3Y | +90.7% | +105.9% | -15.2% | +39.3% |
| 5Y | +52.5% | +116.8% | -64.3% | +5.2% |
| 10Y | +231.2% | +456.1% | -224.8% | +50.2% |
| All | +342.6% | +245.3% | +97.4% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling