+53.4%
ALLE vs WCN
+48.0%
+5.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.6% | +2.6% | +1.0% | +2.3% |
| 30D | +25.9% | +23.9% | +2.0% | +14.3% |
| 3M | +15.8% | +17.4% | -1.7% | +7.6% |
| 6M | +48.1% | +28.0% | +20.1% | +32.1% |
| YTD | +22.0% | +11.6% | +10.4% | +15.2% |
| 1Y | +18.0% | +16.9% | +1.2% | +8.8% |
| 3Y | +93.1% | +51.6% | +41.5% | +48.9% |
| All | +53.4% | +48.0% | +5.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling