+227.9%
WAB vs ALHC
-33.5%
+261.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -3.2% | -0.6% | -2.6% | -3.2% |
| 30D | -4.4% | -1.0% | -3.4% | -4.4% |
| 3M | +7.9% | -10.2% | +18.0% | +7.6% |
| 6M | +8.7% | -28.3% | +37.0% | +9.8% |
| YTD | +33.0% | -31.4% | +64.4% | +34.4% |
| 1Y | +46.7% | -16.9% | +63.6% | +46.3% |
| 3Y | +153.0% | +135.5% | +17.5% | +127.0% |
| All | +227.9% | -33.5% | +261.4% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling