+843.2%
WDC vs ALHC
-29.3%
+872.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +6.0% | -1.0% | +7.0% | +6.1% |
| 30D | +9.9% | -6.3% | +16.3% | +10.4% |
| 3M | -9.4% | -12.3% | +2.9% | -9.2% |
| 6M | +94.7% | -27.0% | +121.7% | +97.1% |
| YTD | +177.4% | -31.8% | +209.2% | +182.5% |
| 1Y | +412.6% | -17.0% | +429.6% | +413.6% |
| 3Y | +1,359.8% | +159.8% | +1,199.9% | +1,146.8% |
| 5Y | +992.6% | -25.1% | +1,017.7% | +904.5% |
| All | +843.2% | -29.3% | +872.5% | +717.2% |
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