-45.4%
WDC vs ALC
+13.4%
-58.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -3.4% |
| 7D | -28.0% | +4.9% | -32.8% | -23.9% |
| 30D | -34.9% | +19.0% | -53.9% | -22.0% |
| 3M | -41.6% | +7.8% | -49.3% | -37.4% |
| 6M | -45.4% | +14.6% | -59.9% | -34.9% |
| All | -45.4% | +13.4% | -58.8% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling