+171.5%
WM vs ALC
+30.4%
+141.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.9% |
| 7D | +3.2% | -1.1% | +4.3% | +3.5% |
| 30D | +13.0% | +16.0% | -3.0% | +8.8% |
| 3M | +9.2% | +0.8% | +8.4% | +8.8% |
| 6M | +13.6% | +16.8% | -3.2% | +9.0% |
| YTD | +12.4% | -5.5% | +17.9% | +13.0% |
| 1Y | +21.2% | -5.3% | +26.5% | +21.7% |
| 3Y | +48.7% | +4.1% | +44.6% | +42.2% |
| 5Y | +61.9% | -7.1% | +68.9% | +57.6% |
| All | +171.5% | +30.4% | +141.1% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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