+89.5%
WCN vs ALHC
-60.6%
+150.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.0% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +26.4% | -9.6% | +36.1% | +26.9% |
| 3M | +17.5% | -44.5% | +62.0% | +20.2% |
| 6M | +28.7% | -59.2% | +87.9% | +32.6% |
| YTD | +11.5% | -62.0% | +73.6% | +15.0% |
| 1Y | +15.9% | -54.8% | +70.7% | +18.5% |
| 3Y | +51.6% | +25.0% | +26.6% | +45.3% |
| 5Y | +47.9% | -65.3% | +113.3% | +45.8% |
| All | +89.5% | -60.6% | +150.1% | +86.8% |
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