+587.8%
WDC vs ALLE
+53.6%
+534.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.0% |
| 7D | -3.2% | -0.8% | -2.4% | -2.6% |
| 30D | -19.0% | +27.4% | -46.4% | -27.6% |
| 3M | -28.4% | +13.8% | -42.3% | -32.7% |
| 6M | -39.2% | +45.5% | -84.7% | -50.2% |
| YTD | +82.1% | +21.4% | +60.7% | +62.3% |
| 1Y | +84.7% | +15.4% | +69.3% | +69.5% |
| 3Y | +825.6% | +91.7% | +733.9% | +496.5% |
| All | +587.8% | +53.6% | +534.3% | +379.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling