+221.5%
ALLE vs WCN
+302.6%
-81.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | -0.6% | +1.2% | -1.8% | -1.3% |
| 30D | +26.6% | +24.6% | +2.0% | +11.6% |
| 3M | +13.2% | +14.2% | -1.0% | +4.7% |
| 6M | +42.9% | +25.7% | +17.2% | +24.5% |
| YTD | +21.0% | +9.3% | +11.8% | +13.4% |
| 1Y | +15.2% | +15.3% | -0.2% | +4.3% |
| 3Y | +95.6% | +48.6% | +47.0% | +46.0% |
| 5Y | +53.4% | +46.9% | +6.5% | +13.7% |
| 10Y | +221.5% | +298.1% | -76.6% | +53.5% |
| All | +221.5% | +302.6% | -81.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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