+170.2%
WWD vs ALC
-15.5%
+185.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | +0.8% | -3.7% | +4.5% | +1.8% |
| 30D | -6.4% | -3.7% | -2.7% | -5.5% |
| 3M | -5.6% | +4.6% | -10.2% | -7.2% |
| 6M | -9.1% | -14.6% | +5.5% | -5.2% |
| YTD | +12.5% | -11.9% | +24.4% | +15.8% |
| 1Y | +41.3% | -13.1% | +54.5% | +45.9% |
| 3Y | +170.2% | -15.0% | +185.2% | +192.7% |
| All | +170.2% | -15.5% | +185.7% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling