+175.0%
WWD vs ALC
-11.2%
+186.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +4.1% |
| 7D | +4.2% | +4.9% | -0.7% | +2.4% |
| 30D | -2.1% | +19.0% | -21.1% | -8.0% |
| 3M | -13.2% | +7.8% | -20.9% | -15.8% |
| 6M | -16.9% | +14.6% | -31.4% | -21.4% |
| YTD | +5.2% | -4.4% | +9.7% | +5.7% |
| 1Y | +20.6% | +1.4% | +19.2% | +18.3% |
| 3Y | +146.3% | +2.5% | +143.8% | +133.6% |
| All | +175.0% | -11.2% | +186.2% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling