+1,174.3%
WDC vs ALC
+17.1%
+1,157.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -3.1% |
| 7D | +4.4% | -7.7% | +12.1% | +8.5% |
| 30D | +5.3% | -11.7% | +17.0% | +11.5% |
| 3M | -5.9% | +0.7% | -6.6% | -8.3% |
| 6M | +73.2% | -17.1% | +90.3% | +86.1% |
| YTD | +167.8% | -15.1% | +183.0% | +182.9% |
| 1Y | +386.0% | -14.1% | +400.1% | +407.0% |
| 3Y | +1,309.7% | -18.2% | +1,327.9% | +1,374.9% |
| 5Y | +957.1% | -19.2% | +976.3% | +984.8% |
| All | +1,174.3% | +17.1% | +1,157.2% | +871.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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