+64.7%
WEC vs ALHC
+22.7%
+42.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | +2.3% | +0.3% | +2.1% | +2.3% |
| 30D | +11.1% | -10.6% | +21.6% | +11.4% |
| 3M | +8.4% | -45.3% | +53.8% | +10.6% |
| 6M | +7.5% | -59.7% | +67.2% | +10.2% |
| YTD | +15.3% | -62.7% | +78.1% | +18.3% |
| 1Y | +9.7% | -56.1% | +65.8% | +11.9% |
| 3Y | +64.7% | +21.3% | +43.4% | +58.5% |
| All | +64.7% | +22.7% | +42.0% | +58.5% |
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 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