+57.8%
WEC vs ALHC
-63.1%
+120.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.4% |
| 7D | +3.2% | -6.2% | +9.4% | +3.4% |
| 30D | +14.7% | -9.7% | +24.3% | +14.9% |
| 3M | +10.2% | -44.7% | +55.0% | +12.3% |
| 6M | +4.5% | -58.7% | +63.2% | +7.0% |
| YTD | +15.1% | -61.7% | +76.8% | +17.9% |
| 1Y | +9.4% | -55.7% | +65.1% | +11.5% |
| 3Y | +56.9% | +25.6% | +31.3% | +52.6% |
| All | +57.8% | -63.1% | +120.9% | +58.4% |
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