+23.3%
WAT vs ALHC
-56.7%
+80.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.7% |
| 3M | +14.5% | -45.1% | +59.6% | +17.8% |
| 6M | +30.9% | -59.5% | +90.5% | +37.2% |
| YTD | +20.5% | -62.8% | +83.3% | +25.6% |
| 1Y | +23.3% | -55.5% | +78.8% | +20.4% |
| All | +23.3% | -56.7% | +80.0% | +20.4% |
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