+823.4%
WDC vs ALHC
-28.9%
+852.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +176.5% |
| 1Y | +417.4% | -16.9% | +434.3% | +418.3% |
| 3Y | +1,251.8% | +135.5% | +1,116.3% | +1,070.0% |
| 5Y | +911.7% | -33.6% | +945.3% | +844.5% |
| All | +823.4% | -28.9% | +852.3% | +699.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling