+294.2%
WCC vs ALHC
-60.6%
+354.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +14.2% | -0.8% | +15.0% | +14.3% |
| 30D | -9.8% | -9.6% | -0.2% | -9.1% |
| 3M | -10.1% | -44.5% | +34.4% | -6.0% |
| 6M | -9.4% | -59.2% | +49.8% | -3.7% |
| YTD | +34.4% | -62.0% | +96.4% | +43.3% |
| 1Y | +23.3% | -54.8% | +78.1% | +29.0% |
| 3Y | +137.9% | +25.0% | +112.9% | +113.7% |
| 5Y | +144.0% | -65.3% | +209.3% | +126.5% |
| All | +294.2% | -60.6% | +354.8% | +246.2% |
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 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