-21.8%
ALHC vs WTW
+59.6%
-81.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -0.6% | -2.6% | +2.0% | +0.3% |
| 30D | -1.0% | -1.0% | 0.0% | -0.7% |
| 3M | -10.2% | +29.9% | -40.1% | -18.7% |
| 6M | -28.3% | +10.7% | -39.0% | -31.5% |
| YTD | -31.4% | +2.6% | -34.0% | -32.5% |
| 1Y | -16.9% | +2.8% | -19.7% | -18.5% |
| 3Y | +135.5% | +67.3% | +68.2% | +81.8% |
| 5Y | -33.6% | +56.6% | -90.3% | -48.5% |
| All | -21.8% | +59.6% | -81.4% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling