-28.8%
ALHC vs WTW
+45.2%
-74.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -1.8% |
| 7D | -4.1% | -7.1% | +3.0% | -1.4% |
| 30D | -5.4% | -8.5% | +3.1% | -2.2% |
| 3M | -32.1% | +20.6% | -52.7% | -37.5% |
| 6M | -28.5% | +7.2% | -35.7% | -31.4% |
| YTD | -34.0% | -3.9% | -30.2% | -33.5% |
| 1Y | -20.9% | -3.6% | -17.3% | -20.6% |
| 3Y | +151.5% | +60.7% | +90.9% | +85.3% |
| 5Y | -28.8% | +42.2% | -71.0% | -45.9% |
| All | -28.8% | +45.2% | -74.1% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling