-6.9%
WING vs ALHC
-29.3%
+22.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -0.1% | -1.0% | +0.8% | 0.0% |
| 30D | -6.0% | -6.3% | +0.3% | -5.1% |
| 3M | -23.5% | -12.3% | -11.2% | -22.7% |
| 6M | -52.0% | -27.0% | -25.0% | -50.6% |
| YTD | -53.8% | -31.8% | -22.0% | -52.1% |
| 1Y | -63.8% | -17.0% | -46.8% | -63.6% |
| 3Y | -30.8% | +159.8% | -190.6% | -45.0% |
| 5Y | -34.3% | -25.1% | -9.1% | -37.8% |
| All | -6.9% | -29.3% | +22.4% | -10.8% |
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