+69.5%
WAT vs ALHC
-61.8%
+131.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.3% |
| 7D | +6.0% | +3.9% | +2.2% | +5.7% |
| 30D | +9.9% | -3.6% | +13.5% | +10.1% |
| 3M | +17.2% | -49.4% | +66.6% | +23.2% |
| 6M | +34.2% | -59.5% | +93.7% | +42.5% |
| YTD | +25.5% | -63.2% | +88.7% | +33.9% |
| 1Y | +28.3% | -55.5% | +83.7% | +34.4% |
| 3Y | +88.4% | +23.0% | +65.3% | +70.6% |
| 5Y | +36.1% | -65.7% | +101.9% | +30.1% |
| All | +69.5% | -61.8% | +131.3% | +58.1% |
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