+629.3%
WDC vs ALC
+31.8%
+597.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | -28.0% | +4.9% | -32.8% | -29.9% |
| 30D | -34.9% | +19.0% | -53.9% | -40.7% |
| 3M | -41.6% | +7.8% | -49.3% | -44.4% |
| 6M | -45.4% | +14.6% | -59.9% | -50.7% |
| YTD | +53.3% | -4.4% | +57.7% | +51.6% |
| 1Y | +61.5% | +1.4% | +60.1% | +53.7% |
| 3Y | +712.3% | +2.5% | +709.8% | +643.2% |
| 5Y | +524.2% | -10.9% | +535.1% | +510.1% |
| All | +629.3% | +31.8% | +597.4% | +420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling