+266.8%
WWD vs ALC
+26.4%
+240.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | +8.2% | -6.2% | +14.3% | +11.5% |
| 30D | -0.2% | +14.0% | -14.2% | -7.1% |
| 3M | -8.4% | -2.4% | -6.0% | -8.0% |
| 6M | -9.5% | +12.6% | -22.1% | -16.2% |
| YTD | +10.1% | -8.4% | +18.5% | +12.3% |
| 1Y | +21.6% | -9.1% | +30.7% | +24.7% |
| 3Y | +149.6% | -0.3% | +149.9% | +130.8% |
| 5Y | +191.3% | -9.9% | +201.2% | +179.8% |
| All | +266.8% | +26.4% | +240.4% | +149.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling