+928.6%
WDC vs ALHC
-33.5%
+962.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -10.0% | -1.0% | -8.9% | -9.9% |
| 3M | -18.8% | -10.2% | -8.6% | -18.7% |
| 6M | +79.0% | -28.3% | +107.3% | +81.5% |
| YTD | +171.6% | -31.4% | +203.0% | +176.4% |
| 1Y | +417.4% | -16.9% | +434.3% | +418.5% |
| 3Y | +1,251.8% | +135.5% | +1,116.3% | +1,072.8% |
| All | +928.6% | -33.5% | +962.1% | +823.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling