+134.7%
WCC vs ALHC
+22.7%
+112.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.5% |
| 7D | +9.9% | +0.3% | +9.7% | +9.9% |
| 30D | -8.4% | -10.6% | +2.1% | -7.8% |
| 3M | -10.3% | -45.3% | +35.0% | -7.0% |
| 6M | -10.5% | -59.7% | +49.2% | -6.0% |
| YTD | +32.2% | -62.7% | +94.9% | +39.4% |
| 1Y | +25.5% | -56.1% | +81.6% | +30.3% |
| 3Y | +134.7% | +21.3% | +113.4% | +110.8% |
| All | +134.7% | +22.7% | +112.0% | +110.8% |
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 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