-42.0%
WU vs ALC
+26.4%
-68.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -5.3% | -6.2% | +0.9% | -3.3% |
| 30D | +9.0% | +14.0% | -5.0% | +4.5% |
| 3M | -3.6% | -2.4% | -1.2% | -2.9% |
| 6M | -19.4% | +12.6% | -32.0% | -22.5% |
| YTD | -21.7% | -8.4% | -13.3% | -20.0% |
| 1Y | -16.1% | -9.1% | -7.0% | -14.1% |
| 3Y | -24.1% | -0.3% | -23.8% | -25.9% |
| 5Y | -44.1% | -9.9% | -34.2% | -44.9% |
| All | -42.0% | +26.4% | -68.4% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling