-26.1%
WBD vs ALHC
-55.4%
+29.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.7% | -48.1% | +82.8% | +36.6% |
| 7D | +34.7% | -48.1% | +82.8% | +36.6% |
| 30D | +34.7% | -48.1% | +82.8% | +36.6% |
| 3M | +34.7% | -48.1% | +82.8% | +36.6% |
| 6M | +34.7% | -48.1% | +82.8% | +36.6% |
| YTD | +34.7% | -48.1% | +82.8% | +36.6% |
| 1Y | +63.0% | -48.9% | +111.8% | +65.4% |
| 3Y | +206.7% | +18.4% | +188.4% | +160.0% |
| 5Y | +18.4% | -47.7% | +66.0% | +3.3% |
| All | -26.1% | -55.4% | +29.2% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling