+231.6%
WCC vs ALC
-15.6%
+247.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +3.5% |
| 7D | +8.5% | -3.7% | +12.2% | +10.6% |
| 30D | -1.0% | -3.7% | +2.8% | +0.8% |
| 3M | +2.1% | +4.6% | -2.4% | -1.6% |
| 6M | +36.8% | -14.6% | +51.4% | +47.5% |
| YTD | +47.7% | -11.9% | +59.6% | +55.4% |
| 1Y | +66.5% | -13.1% | +79.7% | +76.5% |
| 3Y | +134.2% | -15.0% | +149.2% | +145.0% |
| 5Y | +231.6% | -16.2% | +247.8% | +234.0% |
| All | +231.6% | -15.6% | +247.3% | +234.0% |
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