+122.5%
WCC vs ALM
+396.4%
-273.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | 0.0% | +2.0% |
| 7D | -14.7% | -6.7% | -8.0% | -14.1% |
| 30D | -20.1% | -32.9% | +12.8% | -17.1% |
| 3M | -21.2% | -39.5% | +18.3% | -17.7% |
| 6M | -19.2% | -62.0% | +42.8% | -13.2% |
| YTD | +20.2% | -7.8% | +28.1% | +22.0% |
| 1Y | +14.5% | +26.7% | -12.2% | +14.1% |
| 3Y | +115.1% | +825.4% | -710.2% | +86.5% |
| All | +122.5% | +396.4% | -273.9% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling