+17.4%
ALLE vs WCN
+30.3%
-12.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -6.8% | +0.4% | -7.2% | -7.0% |
| 3M | +21.0% | +7.3% | +13.7% | +17.0% |
| 6M | +1.1% | -2.5% | +3.6% | +1.7% |
| YTD | -0.5% | -5.4% | +4.8% | +1.3% |
| 1Y | -7.3% | -8.5% | +1.2% | -4.1% |
| 3Y | +42.3% | +20.8% | +21.5% | +22.8% |
| All | +17.4% | +30.3% | -12.9% | -6.4% |
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