-24.8%
WY vs ALC
+3.6%
-28.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -1.8% |
| 7D | +0.2% | +2.3% | -2.1% | -0.7% |
| 30D | +8.0% | +15.5% | -7.5% | +2.3% |
| 3M | -17.7% | +0.6% | -18.3% | -18.0% |
| 6M | -10.8% | +18.4% | -29.1% | -16.5% |
| YTD | -10.6% | -5.6% | -5.0% | -9.8% |
| 1Y | -5.7% | 0.0% | -5.8% | -7.5% |
| 3Y | -24.8% | +2.8% | -27.6% | -28.1% |
| All | -24.8% | +3.6% | -28.4% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling