+263.4%
WMB vs ALHC
-60.6%
+324.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +0.8% |
| 7D | +8.1% | -0.8% | +8.9% | +8.1% |
| 30D | -6.9% | -9.6% | +2.8% | -6.6% |
| 3M | -5.1% | -44.5% | +39.4% | -3.6% |
| 6M | -5.7% | -59.2% | +53.5% | -3.7% |
| YTD | +18.1% | -62.0% | +80.1% | +20.7% |
| 1Y | +18.4% | -54.8% | +73.2% | +20.4% |
| 3Y | +122.7% | +25.0% | +97.7% | +115.2% |
| 5Y | +202.0% | -65.3% | +267.4% | +196.1% |
| All | +263.4% | -60.6% | +324.1% | +254.6% |
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