+247.8%
WMB vs ALHC
-61.8%
+309.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.7% |
| 7D | -6.7% | +3.9% | -10.5% | -6.8% |
| 30D | -8.6% | -3.6% | -4.9% | -8.5% |
| 3M | -4.9% | -49.4% | +44.5% | -3.2% |
| 6M | -6.3% | -59.5% | +53.2% | -4.3% |
| YTD | +13.0% | -63.2% | +76.2% | +15.6% |
| 1Y | +14.9% | -55.5% | +70.4% | +16.9% |
| 3Y | +113.4% | +23.0% | +90.4% | +106.2% |
| 5Y | +190.2% | -65.7% | +255.9% | +184.8% |
| All | +247.8% | -61.8% | +309.6% | +239.7% |
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