-16.1%
WU vs ALC
-11.3%
-4.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -5.3% | -6.2% | +0.9% | -2.8% |
| 30D | +9.0% | +14.0% | -5.0% | +3.9% |
| 3M | -3.6% | -2.4% | -1.2% | -2.8% |
| 6M | -19.4% | +12.6% | -32.0% | -22.6% |
| YTD | -21.7% | -8.4% | -13.3% | -19.6% |
| 1Y | -16.1% | -9.1% | -7.0% | -13.5% |
| All | -16.1% | -11.3% | -4.8% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling