-2.0%
WBD vs ALC
+24.0%
-26.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | -1.8% | -2.1% | +0.3% | -0.9% |
| 30D | +8.8% | -0.1% | +8.9% | +8.7% |
| 3M | +4.6% | +5.9% | -1.3% | +1.3% |
| 6M | +1.1% | -15.9% | +17.0% | +8.4% |
| YTD | -2.0% | -10.1% | +8.1% | +1.3% |
| 1Y | +140.0% | -10.2% | +150.2% | +147.1% |
| 3Y | +144.4% | -13.6% | +157.9% | +153.5% |
| 5Y | -0.2% | -15.1% | +14.9% | +1.3% |
| All | -2.0% | +24.0% | -26.1% | -20.6% |
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