+770.0%
WDC vs ALC
+4.4%
+765.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.2% | -8.2% | -5.5% |
| 7D | +12.1% | -1.1% | +13.2% | +12.2% |
| 30D | -18.8% | +16.0% | -34.8% | -21.3% |
| 3M | -39.3% | +0.8% | -40.1% | -39.5% |
| 6M | -40.1% | +16.8% | -57.0% | -43.5% |
| YTD | +71.8% | -5.5% | +77.3% | +75.8% |
| 1Y | +88.5% | -5.3% | +93.7% | +92.5% |
| 3Y | +770.0% | +4.1% | +765.9% | +763.0% |
| All | +770.0% | +4.4% | +765.6% | +763.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling