+26.5%
WWD vs ALC
+4.2%
+22.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.8% | -8.7% | -2.7% |
| 7D | +7.3% | +10.7% | -3.4% | +5.9% |
| 30D | -2.0% | +20.2% | -22.2% | -4.7% |
| 3M | -12.6% | +8.9% | -21.5% | -13.5% |
| 6M | -8.4% | +5.7% | -14.1% | -9.5% |
| YTD | +8.2% | -1.4% | +9.7% | +9.7% |
| 1Y | +26.5% | +4.7% | +21.8% | +19.8% |
| All | +26.5% | +4.2% | +22.3% | +19.8% |
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