+770.0%
WDC vs ALHC
+22.7%
+747.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.1% | -4.9% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | -18.8% | -10.6% | -8.2% | -18.4% |
| 3M | -39.3% | -45.3% | +6.0% | -38.4% |
| 6M | -40.1% | -59.7% | +19.6% | -38.8% |
| YTD | +71.8% | -62.7% | +134.5% | +75.9% |
| 1Y | +88.5% | -56.1% | +144.6% | +93.0% |
| 3Y | +770.0% | +21.3% | +748.7% | +779.7% |
| All | +770.0% | +22.7% | +747.3% | +779.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling