+168.6%
WM vs ALC
+34.7%
+134.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.4% |
| 7D | +4.5% | +7.6% | -3.1% | +2.5% |
| 30D | +16.1% | +21.1% | -5.1% | +10.6% |
| 3M | +8.0% | +8.5% | -0.4% | +5.7% |
| 6M | +8.4% | +2.8% | +5.6% | +7.1% |
| YTD | +11.2% | -2.4% | +13.6% | +10.9% |
| 1Y | +22.3% | +3.5% | +18.8% | +20.0% |
| 3Y | +50.2% | +4.2% | +46.1% | +43.9% |
| 5Y | +63.3% | -9.0% | +72.3% | +60.5% |
| All | +168.6% | +34.7% | +134.0% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling