+250.7%
WWD vs ALC
+31.8%
+218.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +4.4% |
| 7D | +4.2% | +4.9% | -0.7% | +1.5% |
| 30D | -2.1% | +19.0% | -21.1% | -10.7% |
| 3M | -13.2% | +7.8% | -20.9% | -17.1% |
| 6M | -16.9% | +14.6% | -31.4% | -23.6% |
| YTD | +5.2% | -4.4% | +9.7% | +5.2% |
| 1Y | +20.6% | +1.4% | +19.2% | +16.7% |
| 3Y | +146.3% | +2.5% | +143.8% | +125.3% |
| 5Y | +171.3% | -10.9% | +182.2% | +165.2% |
| All | +250.7% | +31.8% | +218.8% | +133.2% |
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