+29.5%
WAT vs ALHC
-65.9%
+95.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.6% | -1.6% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +7.7% | -9.6% | +17.3% | +8.6% |
| 3M | +11.1% | -44.5% | +55.6% | +16.3% |
| 6M | +31.2% | -59.2% | +90.4% | +40.0% |
| YTD | +21.7% | -62.0% | +83.7% | +30.2% |
| 1Y | +19.3% | -54.8% | +74.1% | +25.3% |
| 3Y | +80.6% | +25.0% | +55.6% | +60.3% |
| 5Y | +29.5% | -65.3% | +94.9% | +31.6% |
| All | +29.5% | -65.9% | +95.4% | +31.6% |
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