-2.4%
WBD vs ALC
-22.1%
+19.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.0% |
| 7D | +1.0% | -15.2% | +16.2% | +9.8% |
| 30D | -0.7% | -20.1% | +19.4% | +11.4% |
| 3M | -2.7% | -21.5% | +18.8% | +9.9% |
| 6M | +18.2% | -19.4% | +37.6% | +30.5% |
| YTD | -5.5% | -20.9% | +15.4% | +5.9% |
| 1Y | +200.3% | -34.7% | +235.0% | +273.4% |
| 3Y | +120.0% | -21.5% | +141.5% | +139.5% |
| All | -2.4% | -22.1% | +19.7% | -2.3% |
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 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