+235.4%
WMB vs ALHC
-61.5%
+296.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.2% |
| 7D | -13.8% | +1.0% | -14.8% | -13.9% |
| 30D | -10.3% | -14.2% | +3.8% | -10.0% |
| 3M | -10.1% | -45.1% | +35.1% | -8.6% |
| 6M | -11.8% | -59.5% | +47.7% | -10.0% |
| YTD | +8.9% | -62.8% | +71.8% | +11.4% |
| 1Y | +14.0% | -55.5% | +69.5% | +15.9% |
| 3Y | +100.5% | +25.7% | +74.8% | +93.6% |
| 5Y | +179.5% | -66.8% | +246.3% | +174.2% |
| All | +235.4% | -61.5% | +296.9% | +227.5% |
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