-3.3%
ALHC vs WETO
-99.4%
+96.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.1% | +1.9% | -3.3% |
| 7D | -4.1% | -38.7% | +34.6% | -5.0% |
| 30D | -5.4% | -51.3% | +45.9% | -2.4% |
| 3M | -32.1% | -97.8% | +65.7% | -19.4% |
| 6M | -28.5% | -94.8% | +66.3% | -17.7% |
| YTD | -34.0% | -97.2% | +63.2% | -22.2% |
| 1Y | -20.9% | -98.9% | +78.0% | -3.7% |
| All | -3.3% | -99.4% | +96.1% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling