+281.2%
WCC vs ALHC
-61.8%
+343.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +8.2% |
| 7D | -5.7% | +3.9% | -9.5% | -6.1% |
| 30D | -13.5% | -3.6% | -9.8% | -13.3% |
| 3M | -12.9% | -49.4% | +36.5% | -8.1% |
| 6M | -10.7% | -59.5% | +48.8% | -5.1% |
| YTD | +30.0% | -63.2% | +93.2% | +39.0% |
| 1Y | +24.7% | -55.5% | +80.2% | +30.7% |
| 3Y | +136.6% | +23.0% | +113.5% | +112.8% |
| 5Y | +143.9% | -65.7% | +209.6% | +127.2% |
| All | +281.2% | -61.8% | +343.1% | +235.8% |
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