+60.8%
WCN vs ALHC
-28.9%
+89.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -0.6% | -0.6% | -0.1% | -0.6% |
| 30D | +0.4% | -1.0% | +1.5% | +0.4% |
| 3M | +7.3% | -10.2% | +17.5% | +7.2% |
| 6M | -2.5% | -28.3% | +25.8% | -1.8% |
| YTD | -5.4% | -31.4% | +26.1% | -4.6% |
| 1Y | -8.5% | -16.9% | +8.5% | -8.5% |
| 3Y | +20.8% | +135.5% | -114.7% | +12.6% |
| 5Y | +30.0% | -33.6% | +63.6% | +25.0% |
| All | +60.8% | -28.9% | +89.7% | +55.0% |
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