+282.6%
WWD vs ALC
+24.0%
+258.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.2% |
| 7D | +1.3% | -2.1% | +3.4% | +2.3% |
| 30D | -7.2% | -0.1% | -7.1% | -7.3% |
| 3M | -3.8% | +5.9% | -9.7% | -7.3% |
| 6M | -9.9% | -15.9% | +6.0% | -2.6% |
| YTD | +14.8% | -10.1% | +24.9% | +19.1% |
| 1Y | +42.1% | -10.2% | +52.3% | +47.1% |
| 3Y | +170.8% | -13.6% | +184.4% | +175.2% |
| 5Y | +197.5% | -15.1% | +212.6% | +198.1% |
| All | +282.6% | +24.0% | +258.6% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling