+4.2%
WBD vs ALHC
-30.5%
+34.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | +5.0% | -6.3% | +11.3% | +5.7% |
| 3M | +6.2% | -12.3% | +18.5% | +6.1% |
| 6M | +0.6% | -27.0% | +27.6% | +2.1% |
| YTD | -2.4% | -31.8% | +29.4% | -0.4% |
| 1Y | +127.7% | -17.0% | +144.7% | +125.0% |
| 3Y | +148.4% | +159.8% | -11.4% | +89.0% |
| 5Y | +4.2% | -25.1% | +29.4% | -12.2% |
| All | +4.2% | -30.5% | +34.7% | -12.2% |
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