+62.7%
WAT vs ALHC
-61.5%
+124.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.2% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | +5.0% | -14.2% | +19.1% | +6.1% |
| 3M | +14.5% | -45.1% | +59.6% | +19.5% |
| 6M | +30.9% | -59.5% | +90.5% | +39.0% |
| YTD | +20.5% | -62.8% | +83.3% | +28.4% |
| 1Y | +23.3% | -55.5% | +78.8% | +29.2% |
| 3Y | +81.5% | +25.7% | +55.8% | +64.0% |
| 5Y | +33.4% | -66.8% | +100.2% | +27.4% |
| All | +62.7% | -61.5% | +124.2% | +51.7% |
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