+472.6%
WDC vs ALHC
-61.8%
+534.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.8% | +9.9% |
| 7D | -14.4% | +3.9% | -18.3% | -14.6% |
| 30D | -27.1% | -3.6% | -23.4% | -26.8% |
| 3M | -33.3% | -49.4% | +16.2% | -30.0% |
| 6M | -39.6% | -59.5% | +19.9% | -36.2% |
| YTD | +68.4% | -63.2% | +131.6% | +79.0% |
| 1Y | +78.2% | -55.5% | +133.6% | +86.5% |
| 3Y | +772.0% | +23.0% | +749.0% | +697.2% |
| 5Y | +584.9% | -65.7% | +650.6% | +572.1% |
| All | +472.6% | -61.8% | +534.5% | +417.7% |
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