-27.2%
ALHC vs WTW
+50.5%
-77.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -6.9% | -5.7% | -1.2% | -4.9% |
| 30D | -6.7% | -7.3% | +0.5% | -4.3% |
| 3M | -37.7% | +21.5% | -59.2% | -42.3% |
| 6M | -30.0% | +9.6% | -39.6% | -33.1% |
| YTD | -36.2% | -3.3% | -32.9% | -35.8% |
| 1Y | -22.9% | -6.1% | -16.7% | -21.6% |
| 3Y | +138.4% | +61.8% | +76.5% | +85.6% |
| 5Y | -32.8% | +42.7% | -75.5% | -46.6% |
| All | -27.2% | +50.5% | -77.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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