+324.6%
WAB vs ALC
+26.4%
+298.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +7.9% | -6.2% | +14.1% | +10.8% |
| 30D | +4.9% | +14.0% | -9.1% | -1.2% |
| 3M | +1.8% | -2.4% | +4.2% | +2.3% |
| 6M | +12.0% | +12.6% | -0.7% | +5.2% |
| YTD | +41.3% | -8.4% | +49.7% | +44.2% |
| 1Y | +43.8% | -9.1% | +53.0% | +47.3% |
| 3Y | +171.1% | -0.3% | +171.4% | +156.8% |
| 5Y | +217.7% | -9.9% | +227.7% | +210.8% |
| All | +324.6% | +26.4% | +298.3% | +225.3% |
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