+273.7%
WST vs ALC
+27.5%
+246.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +1.0% |
| 7D | +1.1% | -6.3% | +7.3% | +3.8% |
| 30D | +12.4% | +12.6% | -0.2% | +6.6% |
| 3M | +17.6% | -3.8% | +21.4% | +19.1% |
| 6M | +28.3% | +16.8% | +11.4% | +19.0% |
| YTD | +50.5% | -7.6% | +58.1% | +53.3% |
| 1Y | +49.4% | -5.9% | +55.3% | +50.8% |
| 3Y | +21.9% | +0.6% | +21.3% | +14.4% |
| 5Y | +0.4% | -9.5% | +9.8% | -2.7% |
| All | +273.7% | +27.5% | +246.2% | +202.0% |
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