+141.2%
ALHC vs WTW
+61.8%
+79.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -5.8% | -7.8% | +2.0% | -4.0% |
| 30D | -3.3% | -7.9% | +4.5% | -1.5% |
| 3M | -37.9% | +19.9% | -57.9% | -40.8% |
| 6M | -29.5% | +9.8% | -39.3% | -31.5% |
| YTD | -35.4% | -3.3% | -32.0% | -34.5% |
| 1Y | -22.4% | -3.3% | -19.1% | -21.5% |
| All | +141.2% | +61.8% | +79.4% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling