+131.4%
WCC vs ALC
-13.4%
+144.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +4.9% |
| 7D | +4.5% | -2.1% | +6.6% | +5.4% |
| 30D | -5.8% | -0.1% | -5.7% | -6.1% |
| 3M | -3.7% | +5.9% | -9.5% | -7.2% |
| 6M | +23.1% | -15.9% | +39.0% | +33.7% |
| YTD | +44.2% | -10.1% | +54.3% | +49.9% |
| 1Y | +62.1% | -10.2% | +72.3% | +68.4% |
| All | +131.4% | -13.4% | +144.8% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling