+268.3%
WAB vs ALHC
-31.6%
+299.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.2% |
| 7D | +0.2% | -4.1% | +4.4% | +0.5% |
| 30D | -4.6% | -5.4% | +0.9% | -4.3% |
| 3M | +5.6% | -32.1% | +37.8% | +7.5% |
| 6M | +13.8% | -28.5% | +42.3% | +14.9% |
| YTD | +31.9% | -34.0% | +65.9% | +33.6% |
| 1Y | +48.3% | -20.9% | +69.2% | +48.4% |
| 3Y | +167.1% | +151.5% | +15.6% | +139.2% |
| 5Y | +222.9% | -28.8% | +251.7% | +205.2% |
| All | +268.3% | -31.6% | +299.9% | +247.1% |
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