+49.7%
WAB vs ALHC
-14.5%
+64.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +1.7% | -1.0% | +2.6% | +1.7% |
| 30D | -2.4% | -6.3% | +3.9% | -2.1% |
| 3M | +9.7% | -12.3% | +22.0% | +8.0% |
| 6M | +16.5% | -27.0% | +43.5% | +16.2% |
| YTD | +33.7% | -31.8% | +65.6% | +32.3% |
| 1Y | +49.7% | -17.0% | +66.7% | +40.2% |
| All | +49.7% | -14.5% | +64.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALHC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling