+38.5%
WEC vs ALHC
-29.3%
+67.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | +0.8% | -1.0% | +1.8% | +0.8% |
| 30D | +0.3% | -6.3% | +6.7% | +0.5% |
| 3M | -2.9% | -12.3% | +9.4% | -2.8% |
| 6M | -5.9% | -27.0% | +21.1% | -5.5% |
| YTD | +4.1% | -31.8% | +36.0% | +4.8% |
| 1Y | +3.1% | -17.0% | +20.1% | +3.1% |
| 3Y | +40.8% | +159.8% | -119.1% | +35.0% |
| 5Y | +31.7% | -25.1% | +56.8% | +28.5% |
| All | +38.5% | -29.3% | +67.8% | +35.5% |
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