+26.3%
WAT vs ALHC
-52.7%
+79.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.6% |
| 7D | +3.4% | +3.8% | -0.4% | +3.1% |
| 30D | +9.6% | +1.7% | +8.0% | +9.5% |
| 3M | +15.5% | -44.3% | +59.8% | +18.8% |
| 6M | +33.9% | -57.2% | +91.1% | +39.7% |
| YTD | +25.2% | -61.2% | +86.4% | +30.0% |
| 1Y | +26.3% | -53.2% | +79.5% | +21.8% |
| All | +26.3% | -52.7% | +79.0% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling