-19.2%
WCC vs ALHC
-60.0%
+40.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.1% |
| 7D | -14.7% | +1.0% | -15.7% | -14.5% |
| 30D | -20.1% | -14.2% | -5.9% | -20.4% |
| 3M | -21.2% | -45.1% | +24.0% | -22.6% |
| 6M | -19.2% | -59.5% | +40.4% | -21.8% |
| All | -19.2% | -60.0% | +40.8% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling