+508.5%
WCC vs ALC
+30.3%
+478.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | -9.9% | +2.3% | -12.3% | -11.6% |
| 30D | -13.4% | +15.5% | -28.9% | -21.4% |
| 3M | -13.5% | +0.6% | -14.1% | -15.1% |
| 6M | -10.6% | +18.4% | -29.0% | -21.7% |
| YTD | +30.1% | -5.6% | +35.7% | +29.8% |
| 1Y | +22.3% | 0.0% | +22.3% | +17.3% |
| 3Y | +130.3% | +2.8% | +127.5% | +111.3% |
| 5Y | +144.5% | -8.8% | +153.3% | +138.6% |
| All | +508.5% | +30.3% | +478.2% | +337.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling