+369.2%
WCC vs ALM
+3,798.4%
-3,429.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.1% | +0.1% | +8.1% |
| 7D | -5.7% | +0.7% | -6.4% | -5.7% |
| 30D | -13.5% | -26.1% | +12.6% | -13.3% |
| 3M | -12.9% | -38.1% | +25.2% | -12.7% |
| 6M | -10.7% | -55.4% | +44.7% | -10.4% |
| YTD | +30.0% | -0.4% | +30.4% | +30.0% |
| 1Y | +24.7% | +25.4% | -0.7% | +24.6% |
| 3Y | +136.6% | +907.8% | -771.2% | +134.9% |
| 5Y | +143.9% | +440.2% | -296.3% | +142.3% |
| 10Y | +465.9% | +2,031.1% | -1,565.2% | +461.2% |
| All | +369.2% | +3,798.4% | -3,429.3% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling