+35.4%
WING vs ALHC
-60.6%
+96.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | +26.6% | -9.6% | +36.3% | +28.1% |
| 3M | +42.5% | -44.5% | +87.0% | +54.3% |
| 6M | +29.4% | -59.2% | +88.6% | +44.5% |
| YTD | -32.8% | -62.0% | +29.3% | -24.7% |
| 1Y | -33.5% | -54.8% | +21.4% | -27.4% |
| 3Y | -23.4% | +25.0% | -48.4% | -31.7% |
| 5Y | -0.4% | -65.3% | +64.9% | +5.4% |
| All | +35.4% | -60.6% | +96.0% | +40.4% |
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 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