+30.8%
WAT vs ALHC
-64.2%
+95.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | +5.0% | -14.2% | +19.1% | +6.2% |
| 3M | +14.5% | -45.1% | +59.6% | +19.9% |
| 6M | +30.9% | -59.5% | +90.5% | +39.7% |
| YTD | +20.5% | -62.8% | +83.3% | +29.1% |
| 1Y | +23.3% | -55.5% | +78.8% | +29.6% |
| 3Y | +81.5% | +25.7% | +55.8% | +61.0% |
| All | +30.8% | -64.2% | +95.0% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling