+208.8%
ALLE vs WCN
+300.6%
-91.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | +0.1% | +2.6% | -2.5% | -1.4% |
| 30D | +25.9% | +25.3% | +0.6% | +10.5% |
| 3M | +14.9% | +15.2% | -0.3% | +5.7% |
| 6M | +42.1% | +26.4% | +15.7% | +23.3% |
| YTD | +20.4% | +9.9% | +10.5% | +12.4% |
| 1Y | +14.9% | +16.2% | -1.3% | +3.5% |
| 3Y | +90.1% | +49.4% | +40.7% | +41.3% |
| 5Y | +53.0% | +46.2% | +6.8% | +13.7% |
| 10Y | +208.8% | +305.7% | -96.9% | +41.9% |
| All | +208.8% | +300.6% | -91.8% | +41.9% |
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