+86.8%
WCN vs ALHC
-59.7%
+146.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.4% |
| 7D | +2.6% | +3.8% | -1.2% | +2.4% |
| 30D | +25.3% | +1.7% | +23.7% | +25.1% |
| 3M | +15.2% | -44.3% | +59.6% | +17.8% |
| 6M | +26.4% | -57.2% | +83.6% | +29.9% |
| YTD | +9.9% | -61.2% | +71.1% | +13.2% |
| 1Y | +16.2% | -53.2% | +69.3% | +18.7% |
| 3Y | +49.4% | +27.8% | +21.6% | +43.1% |
| 5Y | +46.2% | -65.4% | +111.5% | +43.9% |
| All | +86.8% | -59.7% | +146.5% | +83.9% |
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 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