+1,221.5%
WDC vs ALLE
+145.7%
+1,075.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.2% |
| 7D | +1.7% | -0.2% | +2.0% | +1.9% |
| 30D | -10.0% | -6.8% | -3.2% | -6.2% |
| 3M | -18.8% | +21.0% | -39.8% | -29.6% |
| 6M | +79.0% | +1.1% | +77.9% | +74.0% |
| YTD | +171.6% | -0.5% | +172.1% | +163.5% |
| 1Y | +417.4% | -7.3% | +424.6% | +423.0% |
| 3Y | +1,251.8% | +42.3% | +1,209.5% | +879.1% |
| 5Y | +911.7% | +13.5% | +898.2% | +747.5% |
| All | +1,221.5% | +145.7% | +1,075.8% | +612.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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