+299.7%
WAB vs ALC
+24.0%
+275.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.7% |
| 7D | -3.2% | -2.1% | -1.1% | -2.3% |
| 30D | -4.4% | -0.1% | -4.3% | -4.6% |
| 3M | +7.9% | +5.9% | +2.0% | +4.7% |
| 6M | +8.7% | -15.9% | +24.6% | +16.2% |
| YTD | +33.0% | -10.1% | +43.1% | +37.4% |
| 1Y | +46.7% | -10.2% | +56.9% | +51.4% |
| 3Y | +153.0% | -13.6% | +166.5% | +158.5% |
| 5Y | +222.3% | -15.1% | +237.4% | +225.6% |
| All | +299.7% | +24.0% | +275.7% | +210.1% |
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