+87.6%
WAT vs ALHC
+28.2%
+59.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +0.7% | -5.5% | +6.2% | +1.0% |
| 30D | +9.0% | -4.9% | +13.9% | +9.2% |
| 3M | +13.5% | -41.7% | +55.2% | +15.9% |
| 6M | +35.3% | -55.2% | +90.5% | +39.4% |
| YTD | +24.0% | -61.1% | +85.0% | +28.5% |
| 1Y | +22.0% | -53.3% | +75.3% | +25.3% |
| All | +87.6% | +28.2% | +59.5% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling