+465.9%
WCC vs ALM
+2,221.4%
-1,755.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.1% | +0.1% | +7.6% |
| 7D | -5.7% | +0.7% | -6.4% | -5.7% |
| 30D | -13.5% | -26.1% | +12.6% | -11.9% |
| 3M | -12.9% | -38.1% | +25.2% | -10.5% |
| 6M | -10.7% | -55.4% | +44.7% | -7.1% |
| YTD | +30.0% | -0.4% | +30.4% | +30.2% |
| 1Y | +24.7% | +25.4% | -0.7% | +23.6% |
| 3Y | +136.6% | +907.8% | -771.2% | +112.0% |
| 5Y | +143.9% | +440.2% | -296.3% | +120.8% |
| 10Y | +465.9% | +2,031.1% | -1,565.2% | +437.5% |
| All | +465.9% | +2,221.4% | -1,755.5% | +437.5% |
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