+66.6%
WDC vs ALC
+2.0%
+64.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +10.0% |
| 7D | -14.4% | +2.1% | -16.5% | -13.5% |
| 30D | -27.1% | +17.2% | -44.3% | -22.8% |
| 3M | -33.3% | +4.6% | -37.9% | -31.9% |
| 6M | -39.6% | +20.1% | -59.7% | -37.5% |
| YTD | +68.4% | -4.2% | +72.6% | +87.4% |
| All | +66.6% | +2.0% | +64.6% | +84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling