+296.3%
WAB vs ALC
+20.4%
+275.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +0.2% | -5.3% | +5.5% | +2.6% |
| 30D | -4.6% | -7.1% | +2.5% | -1.6% |
| 3M | +5.6% | +0.8% | +4.9% | +4.8% |
| 6M | +13.8% | -16.0% | +29.8% | +21.5% |
| YTD | +31.9% | -12.7% | +44.6% | +38.0% |
| 1Y | +48.3% | -12.8% | +61.1% | +55.0% |
| 3Y | +167.1% | -15.8% | +183.0% | +176.0% |
| 5Y | +222.9% | -16.7% | +239.5% | +228.2% |
| All | +296.3% | +20.4% | +275.9% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling