-39.6%
WU vs ALC
+24.0%
-63.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -0.8% | -2.1% | +1.3% | -0.2% |
| 30D | -1.1% | -0.1% | -1.0% | -1.2% |
| 3M | -3.9% | +5.9% | -9.7% | -5.6% |
| 6M | -20.7% | -15.9% | -4.7% | -16.6% |
| YTD | -18.4% | -10.1% | -8.3% | -16.1% |
| 1Y | -8.1% | -10.2% | +2.2% | -5.6% |
| 3Y | -24.2% | -13.6% | -10.6% | -22.4% |
| 5Y | -50.4% | -15.1% | -35.3% | -50.3% |
| All | -39.6% | +24.0% | -63.6% | -47.5% |
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 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