+228.0%
WAB vs ALC
-15.6%
+243.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +1.2% |
| 7D | +1.7% | -3.7% | +5.3% | +2.9% |
| 30D | -2.4% | -3.7% | +1.3% | -1.2% |
| 3M | +9.7% | +4.6% | +5.1% | +7.6% |
| 6M | +16.5% | -14.6% | +31.1% | +22.4% |
| YTD | +33.7% | -11.9% | +45.6% | +38.5% |
| 1Y | +49.7% | -13.1% | +62.8% | +55.7% |
| 3Y | +170.9% | -15.0% | +185.9% | +179.1% |
| 5Y | +228.0% | -16.2% | +244.2% | +230.2% |
| All | +228.0% | -15.6% | +243.7% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling