+915.2%
WDC vs ALLE
+260.9%
+654.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.4% |
| 6M | +79.0% | +1.1% | +77.9% | +74.1% |
| YTD | +171.6% | -0.5% | +172.1% | +163.6% |
| 1Y | +417.4% | -7.3% | +424.6% | +422.8% |
| 3Y | +1,251.8% | +42.3% | +1,209.5% | +890.3% |
| 5Y | +911.7% | +13.5% | +898.2% | +751.2% |
| 10Y | +1,399.6% | +144.0% | +1,255.6% | +677.6% |
| All | +915.2% | +260.9% | +654.4% | +354.5% |
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