+57.3%
WCN vs ALHC
-31.6%
+88.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -1.7% | -4.1% | +2.4% | -1.6% |
| 30D | -3.0% | -5.4% | +2.5% | -2.8% |
| 3M | +2.5% | -32.1% | +34.7% | +3.9% |
| 6M | -5.7% | -28.5% | +22.8% | -5.0% |
| YTD | -7.4% | -34.0% | +26.6% | -6.5% |
| 1Y | -8.6% | -20.9% | +12.3% | -8.5% |
| 3Y | +19.4% | +151.5% | -132.2% | +10.8% |
| 5Y | +27.2% | -28.8% | +56.0% | +22.2% |
| All | +57.3% | -31.6% | +88.9% | +51.8% |
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