+236.1%
ALNY vs WCC
+541.6%
-305.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.3% | -0.1% |
| 7D | -6.5% | +1.5% | -8.1% | -6.8% |
| 30D | +11.0% | -2.1% | +13.2% | +11.2% |
| 3M | -14.1% | +3.8% | -17.9% | -15.4% |
| 6M | -22.4% | +35.0% | -57.4% | -27.2% |
| YTD | -37.5% | +46.4% | -83.8% | -42.3% |
| 1Y | -46.9% | +63.0% | -109.9% | -52.2% |
| 3Y | +22.1% | +133.9% | -111.9% | -0.4% |
| 5Y | +31.2% | +226.5% | -195.3% | -2.2% |
| All | +236.1% | +541.6% | -305.5% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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