+42.1%
WWD vs ALC
-10.2%
+52.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | +1.3% | -2.1% | +3.4% | +1.7% |
| 30D | -7.2% | -0.1% | -7.1% | -7.2% |
| 3M | -3.8% | +5.9% | -9.7% | -5.4% |
| 6M | -9.9% | -15.9% | +6.0% | -5.6% |
| YTD | +14.8% | -10.1% | +24.9% | +17.5% |
| 1Y | +42.1% | -10.2% | +52.3% | +43.8% |
| All | +42.1% | -10.2% | +52.2% | +43.8% |
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