-42.0%
WU vs ALC
-9.1%
-32.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.3% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | +11.4% | +16.0% | -4.6% | +6.1% |
| 3M | -6.8% | +0.8% | -7.6% | -7.2% |
| 6M | -14.6% | +16.8% | -31.5% | -19.0% |
| YTD | -20.6% | -5.5% | -15.1% | -19.8% |
| 1Y | -15.4% | -5.3% | -10.1% | -14.5% |
| 3Y | -23.6% | +4.1% | -27.7% | -26.8% |
| All | -42.0% | -9.1% | -32.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling