-42.0%
WU vs ALC
+17.1%
-59.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | -5.0% | -7.7% | +2.7% | -2.5% |
| 30D | -2.3% | -11.7% | +9.4% | +1.6% |
| 3M | -3.2% | +0.7% | -3.9% | -3.5% |
| 6M | -25.0% | -17.1% | -8.0% | -20.9% |
| YTD | -21.7% | -15.1% | -6.5% | -18.0% |
| 1Y | -9.0% | -14.1% | +5.2% | -5.2% |
| 3Y | -28.9% | -18.2% | -10.7% | -26.0% |
| 5Y | -51.0% | -19.2% | -31.9% | -50.1% |
| All | -42.0% | +17.1% | -59.1% | -48.7% |
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