-6.4%
ALHC vs WETO
-99.4%
+93.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.3% | -1.3% |
| 7D | -6.9% | -4.3% | -2.6% | -6.9% |
| 30D | -6.7% | -39.9% | +33.2% | -3.0% |
| 3M | -37.7% | -97.9% | +60.2% | -25.9% |
| 6M | -30.0% | -95.0% | +65.1% | -19.2% |
| YTD | -36.2% | -97.2% | +61.0% | -24.7% |
| 1Y | -22.9% | -98.9% | +76.0% | -6.1% |
| All | -6.4% | -99.4% | +93.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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