+420.3%
WCC vs ALM
+7,705.7%
-7,285.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.9% |
| 7D | +4.5% | -2.6% | +7.1% | +4.5% |
| 30D | -5.8% | +32.0% | -37.8% | -5.9% |
| 3M | -3.7% | -15.0% | +11.4% | -3.6% |
| 6M | +23.1% | -10.1% | +33.2% | +23.0% |
| YTD | +44.2% | +99.4% | -55.3% | +43.8% |
| 1Y | +62.1% | +316.4% | -254.3% | +61.3% |
| 3Y | +121.1% | +2,022.0% | -1,900.9% | +118.8% |
| 5Y | +214.0% | +941.2% | -727.2% | +211.0% |
| 10Y | +472.8% | +2,950.3% | -2,477.6% | +466.3% |
| All | +420.3% | +7,705.7% | -7,285.5% | +414.2% |
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