+29.0%
WCN vs ALHC
-30.5%
+59.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -0.4% | -1.0% | +0.5% | -0.4% |
| 30D | -2.1% | -6.3% | +4.2% | -1.9% |
| 3M | +6.4% | -12.3% | +18.7% | +6.4% |
| 6M | -3.7% | -27.0% | +23.3% | -3.0% |
| YTD | -6.4% | -31.8% | +25.5% | -5.5% |
| 1Y | -7.9% | -17.0% | +9.1% | -8.0% |
| 3Y | +20.8% | +159.8% | -139.0% | +11.2% |
| 5Y | +29.0% | -25.1% | +54.1% | +22.8% |
| All | +29.0% | -30.5% | +59.5% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling