+291.3%
WAB vs ALHC
-61.4%
+352.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | +5.1% | +0.3% | +4.8% | +5.0% |
| 30D | +4.0% | -10.6% | +14.6% | +4.6% |
| 3M | +0.1% | -45.3% | +45.4% | +3.1% |
| 6M | +12.8% | -59.7% | +72.5% | +17.3% |
| YTD | +40.1% | -62.7% | +102.8% | +46.0% |
| 1Y | +46.4% | -56.1% | +102.5% | +50.9% |
| 3Y | +167.4% | +21.3% | +146.1% | +150.7% |
| 5Y | +215.0% | -66.0% | +281.0% | +208.4% |
| All | +291.3% | -61.4% | +352.7% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling