+151.1%
ALLE vs WCN
+239.1%
-88.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.1% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | -7.6% | -2.1% | -5.5% | -6.5% |
| 3M | +22.8% | +6.4% | +16.4% | +17.9% |
| 6M | +4.6% | -3.7% | +8.3% | +5.9% |
| YTD | -1.2% | -6.4% | +5.1% | +1.2% |
| 1Y | -9.1% | -7.9% | -1.2% | -6.1% |
| 3Y | +50.0% | +20.8% | +29.2% | +26.3% |
| 5Y | +15.2% | +29.0% | -13.7% | -8.4% |
| 10Y | +151.1% | +236.4% | -85.3% | +17.7% |
| All | +151.1% | +239.1% | -88.0% | +17.7% |
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