+534.2%
WCC vs ALM
+3,082.3%
-2,548.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.1% |
| 7D | +6.8% | +3.6% | +3.2% | +6.6% |
| 30D | -3.0% | +33.8% | -36.8% | -4.7% |
| 3M | +0.2% | +14.8% | -14.6% | -1.0% |
| 6M | +33.2% | -7.0% | +40.1% | +32.4% |
| YTD | +45.8% | +108.1% | -62.2% | +39.9% |
| 1Y | +68.4% | +313.8% | -245.4% | +56.6% |
| 3Y | +131.1% | +2,227.6% | -2,096.5% | +96.1% |
| 5Y | +225.6% | +956.6% | -731.0% | +182.1% |
| 10Y | +534.2% | +3,082.3% | -2,548.1% | +438.3% |
| All | +534.2% | +3,082.3% | -2,548.1% | +438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling