-7.2%
WING vs ALHC
-28.9%
+21.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -3.9% | -0.6% | -3.3% | -3.8% |
| 30D | -11.6% | -1.0% | -10.6% | -11.4% |
| 3M | -24.2% | -10.2% | -14.0% | -23.7% |
| 6M | -54.1% | -28.3% | -25.8% | -52.6% |
| YTD | -53.9% | -31.4% | -22.5% | -52.3% |
| 1Y | -64.4% | -16.9% | -47.4% | -64.2% |
| 3Y | -30.2% | +135.5% | -165.7% | -43.5% |
| 5Y | -34.1% | -33.6% | -0.5% | -36.5% |
| All | -7.2% | -28.9% | +21.8% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling