+63.3%
WM vs ALHC
-62.4%
+125.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +1.4% |
| 7D | +4.5% | -6.2% | +10.7% | +4.6% |
| 30D | +16.1% | -9.7% | +25.7% | +16.3% |
| 3M | +8.0% | -44.7% | +52.8% | +9.8% |
| 6M | +8.4% | -58.7% | +67.1% | +10.7% |
| YTD | +11.2% | -61.7% | +72.9% | +13.7% |
| 1Y | +22.3% | -55.7% | +78.0% | +24.4% |
| 3Y | +50.2% | +25.6% | +24.7% | +45.5% |
| 5Y | +63.3% | -65.8% | +129.1% | +59.4% |
| All | +63.3% | -62.4% | +125.7% | +59.4% |
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