+583.6%
WDC vs ALLE
+222.4%
+361.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -28.0% | -0.6% | -27.4% | -27.7% |
| 30D | -34.9% | +25.3% | -60.3% | -44.0% |
| 3M | -41.6% | +10.3% | -51.8% | -45.8% |
| 6M | -45.4% | +38.0% | -83.4% | -57.0% |
| YTD | +53.3% | +17.8% | +35.5% | +32.3% |
| 1Y | +61.5% | +13.6% | +47.9% | +42.8% |
| 3Y | +712.3% | +89.2% | +623.1% | +380.0% |
| 5Y | +524.2% | +51.1% | +473.2% | +325.7% |
| All | +583.6% | +222.4% | +361.1% | +205.3% |
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