+301.9%
WAB vs ALC
+21.6%
+280.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.4% |
| 7D | +1.7% | -3.7% | +5.3% | +3.3% |
| 30D | -2.4% | -3.7% | +1.3% | -0.9% |
| 3M | +9.7% | +4.6% | +5.1% | +7.0% |
| 6M | +16.5% | -14.6% | +31.1% | +23.5% |
| YTD | +33.7% | -11.9% | +45.6% | +39.4% |
| 1Y | +49.7% | -13.1% | +62.8% | +56.7% |
| 3Y | +170.9% | -15.0% | +185.9% | +178.7% |
| 5Y | +228.0% | -16.2% | +244.2% | +232.9% |
| All | +301.9% | +21.6% | +280.3% | +214.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling