+338.5%
ALLE vs WCN
+627.6%
-289.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.2% |
| 7D | -0.6% | +2.9% | -3.5% | -2.1% |
| 30D | +25.3% | +22.1% | +3.2% | +12.3% |
| 3M | +10.3% | +13.2% | -2.9% | +3.0% |
| 6M | +38.0% | +23.7% | +14.3% | +22.2% |
| YTD | +17.8% | +8.7% | +9.0% | +11.0% |
| 1Y | +13.6% | +15.3% | -1.7% | +3.4% |
| 3Y | +89.2% | +46.0% | +43.2% | +46.3% |
| 5Y | +51.1% | +45.9% | +5.1% | +15.5% |
| 10Y | +228.1% | +311.1% | -82.9% | +48.7% |
| All | +338.5% | +627.6% | -289.2% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling