-32.6%
WBD vs ALHC
-28.9%
-3.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | +8.8% | -1.0% | +9.8% | +8.8% |
| 3M | +4.6% | -10.2% | +14.8% | +4.2% |
| 6M | +1.1% | -28.3% | +29.4% | +2.7% |
| YTD | -2.0% | -31.4% | +29.5% | -0.1% |
| 1Y | +140.0% | -16.9% | +156.9% | +137.5% |
| 3Y | +144.4% | +135.5% | +8.9% | +95.1% |
| 5Y | -0.2% | -33.6% | +33.4% | -14.7% |
| All | -32.6% | -28.9% | -3.7% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling