+528.7%
WDC vs ALHC
-64.2%
+592.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | -28.0% | +1.0% | -28.9% | -27.9% |
| 30D | -34.9% | -14.2% | -20.8% | -34.2% |
| 3M | -41.6% | -45.1% | +3.6% | -39.3% |
| 6M | -45.4% | -59.5% | +14.2% | -42.4% |
| YTD | +53.3% | -62.8% | +116.1% | +62.3% |
| 1Y | +61.5% | -55.5% | +117.0% | +68.8% |
| 3Y | +712.3% | +25.7% | +686.7% | +642.9% |
| All | +528.7% | -64.2% | +592.9% | +462.1% |
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