+4.0%
WY vs ALC
+30.4%
-26.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | -0.1% |
| 7D | -0.8% | -1.1% | +0.3% | -0.2% |
| 30D | +10.1% | +16.0% | -5.9% | +1.2% |
| 3M | -15.4% | +0.8% | -16.2% | -15.8% |
| 6M | -8.3% | +16.8% | -25.1% | -16.6% |
| YTD | -9.8% | -5.5% | -4.3% | -8.7% |
| 1Y | -3.9% | -5.3% | +1.4% | -2.9% |
| 3Y | -23.3% | +4.1% | -27.4% | -30.0% |
| 5Y | -31.2% | -7.1% | -24.2% | -34.1% |
| All | +4.0% | +30.4% | -26.4% | -35.1% |
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