+426.4%
WCC vs ALM
+1,942.8%
-1,516.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.4% |
| 7D | +14.2% | -4.0% | +18.3% | +14.5% |
| 30D | -9.8% | -30.5% | +20.7% | -7.8% |
| 3M | -10.1% | -46.9% | +36.8% | -6.7% |
| 6M | -9.4% | -65.5% | +56.1% | -4.3% |
| YTD | +34.4% | -13.4% | +47.8% | +35.8% |
| 1Y | +23.3% | +9.8% | +13.5% | +23.2% |
| 3Y | +137.9% | +783.1% | -645.2% | +114.0% |
| 5Y | +144.0% | +378.3% | -234.3% | +121.7% |
| All | +426.4% | +1,942.8% | -1,516.4% | +391.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling