-20.5%
WY vs ALC
-15.6%
-4.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.6% |
| 7D | -2.1% | -3.7% | +1.6% | -0.6% |
| 30D | -10.5% | -3.7% | -6.7% | -9.2% |
| 3M | -4.9% | +4.6% | -9.4% | -6.9% |
| 6M | -4.9% | -14.6% | +9.7% | +0.8% |
| YTD | -1.7% | -11.9% | +10.2% | +2.3% |
| 1Y | -9.4% | -13.1% | +3.8% | -5.3% |
| 3Y | -22.3% | -15.0% | -7.3% | -19.5% |
| 5Y | -20.5% | -16.2% | -4.3% | -19.9% |
| All | -20.5% | -15.6% | -4.9% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling