+528.3%
WDC vs ALLE
+336.8%
+191.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -16.7% | +0.1% | -16.8% | -16.5% |
| 30D | -27.2% | +25.9% | -53.1% | -37.2% |
| 3M | -34.0% | +14.9% | -48.9% | -40.1% |
| 6M | -39.7% | +42.1% | -81.8% | -53.1% |
| YTD | +68.1% | +20.4% | +47.7% | +43.7% |
| 1Y | +66.3% | +14.9% | +51.5% | +46.6% |
| 3Y | +754.4% | +90.1% | +664.3% | +416.3% |
| 5Y | +595.8% | +53.0% | +542.8% | +379.1% |
| 10Y | +660.4% | +208.8% | +451.6% | +239.8% |
| All | +528.3% | +336.8% | +191.5% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling