+135.2%
WBD vs ALHC
+161.3%
-26.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +1.0% | -3.1% | +4.1% | +1.3% |
| 30D | +26.7% | -7.7% | +34.4% | +27.6% |
| 3M | +91.1% | +17.8% | +73.3% | +87.6% |
| 6M | +164.8% | +5.2% | +159.6% | +162.3% |
| YTD | +114.5% | +45.2% | +69.3% | +100.9% |
| 1Y | +141.9% | +18.5% | +123.4% | +132.4% |
| All | +135.2% | +161.3% | -26.1% | +111.3% |
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