+300.7%
WAB vs ALC
+31.8%
+268.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.7% |
| 7D | +1.4% | +4.9% | -3.5% | -0.7% |
| 30D | +0.4% | +19.0% | -18.5% | -7.0% |
| 3M | -3.8% | +7.8% | -11.6% | -7.4% |
| 6M | +5.1% | +14.6% | -9.5% | -2.0% |
| YTD | +33.3% | -4.4% | +37.8% | +33.7% |
| 1Y | +39.8% | +1.4% | +38.4% | +36.3% |
| 3Y | +161.1% | +2.5% | +158.5% | +144.9% |
| 5Y | +209.5% | -10.9% | +220.4% | +206.0% |
| All | +300.7% | +31.8% | +268.9% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling