+269.2%
WWD vs ALC
+30.3%
+239.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.1% |
| 7D | +0.4% | +2.3% | -1.9% | -0.9% |
| 30D | -0.4% | +15.5% | -15.9% | -7.8% |
| 3M | -6.1% | +0.6% | -6.7% | -7.1% |
| 6M | -9.5% | +18.4% | -27.9% | -18.3% |
| YTD | +10.8% | -5.6% | +16.4% | +11.4% |
| 1Y | +23.5% | 0.0% | +23.5% | +20.3% |
| 3Y | +151.3% | +2.8% | +148.4% | +129.0% |
| 5Y | +187.8% | -8.8% | +196.6% | +176.2% |
| All | +269.2% | +30.3% | +239.0% | +147.0% |
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