+322.8%
WCC vs ALHC
-28.9%
+351.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.5% | -0.6% | +5.1% | +4.5% |
| 30D | -5.8% | -1.0% | -4.8% | -5.8% |
| 3M | -3.7% | -10.2% | +6.5% | -3.9% |
| 6M | +23.1% | -28.3% | +51.3% | +24.9% |
| YTD | +44.2% | -31.4% | +75.6% | +46.9% |
| 1Y | +62.1% | -16.9% | +79.0% | +61.6% |
| 3Y | +121.1% | +135.5% | -14.4% | +87.7% |
| 5Y | +214.0% | -33.6% | +247.6% | +179.9% |
| All | +322.8% | -28.9% | +351.7% | +254.9% |
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