+515.0%
WDC vs ALHC
-60.6%
+575.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | +16.3% | -0.8% | +17.1% | +16.3% |
| 30D | -18.3% | -9.6% | -8.6% | -17.6% |
| 3M | -31.4% | -44.5% | +13.1% | -28.6% |
| 6M | -36.3% | -59.2% | +22.9% | -32.7% |
| YTD | +80.8% | -62.0% | +142.9% | +91.7% |
| 1Y | +87.7% | -54.8% | +142.5% | +96.3% |
| 3Y | +819.4% | +25.0% | +794.4% | +740.0% |
| 5Y | +583.2% | -65.3% | +648.5% | +570.6% |
| All | +515.0% | -60.6% | +575.6% | +454.5% |
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