-33.4%
WBD vs ALHC
-31.6%
-1.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.4% |
| 7D | -1.7% | -4.1% | +2.4% | -1.2% |
| 30D | +3.9% | -5.4% | +9.3% | +4.4% |
| 3M | +5.1% | -32.1% | +37.2% | +8.5% |
| 6M | +0.6% | -28.5% | +29.1% | +2.2% |
| YTD | -3.2% | -34.0% | +30.9% | -0.9% |
| 1Y | +127.7% | -20.9% | +148.6% | +126.6% |
| 3Y | +146.6% | +151.5% | -5.0% | +94.4% |
| 5Y | +4.2% | -28.8% | +33.0% | -10.5% |
| All | -33.4% | -31.6% | -1.8% | -44.7% |
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