-27.7%
WU vs ALC
-15.5%
-12.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | -0.8% | -3.7% | +2.8% | +0.3% |
| 30D | -1.1% | -3.7% | +2.6% | 0.0% |
| 3M | -1.8% | +4.6% | -6.4% | -3.1% |
| 6M | -23.9% | -14.6% | -9.3% | -20.6% |
| YTD | -20.4% | -11.9% | -8.5% | -17.7% |
| 1Y | -10.6% | -13.1% | +2.6% | -7.3% |
| 3Y | -27.7% | -15.0% | -12.7% | -21.6% |
| All | -27.7% | -15.5% | -12.2% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling