+12.9%
WY vs ALC
+20.4%
-7.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -1.7% | -5.3% | +3.6% | +1.4% |
| 30D | -9.9% | -7.1% | -2.8% | -6.1% |
| 3M | -7.5% | +0.8% | -8.3% | -8.3% |
| 6M | -5.1% | -16.0% | +10.8% | +3.5% |
| YTD | -2.1% | -12.7% | +10.6% | +3.7% |
| 1Y | -7.3% | -12.8% | +5.5% | -2.1% |
| 3Y | -22.6% | -15.8% | -6.8% | -19.3% |
| 5Y | -19.8% | -16.7% | -3.1% | -18.2% |
| All | +12.9% | +20.4% | -7.5% | -26.3% |
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