+701.1%
WDC vs ALC
+32.2%
+669.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.7% |
| 7D | -14.4% | +2.1% | -16.5% | -15.5% |
| 30D | -27.1% | +17.2% | -44.3% | -33.0% |
| 3M | -33.3% | +4.6% | -37.9% | -35.5% |
| 6M | -39.6% | +20.1% | -59.7% | -46.9% |
| YTD | +68.4% | -4.2% | +72.6% | +66.3% |
| 1Y | +78.2% | +2.1% | +76.1% | +68.9% |
| 3Y | +772.0% | +4.5% | +767.6% | +688.7% |
| 5Y | +584.9% | -12.3% | +597.3% | +577.4% |
| All | +701.1% | +32.2% | +669.0% | +471.2% |
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