+116.4%
WMB vs ALHC
+30.0%
+86.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.4% |
| 7D | -6.9% | +3.8% | -10.7% | -7.0% |
| 30D | -7.2% | +1.7% | -8.8% | -7.2% |
| 3M | -5.4% | -44.3% | +38.9% | -4.5% |
| 6M | -4.9% | -57.2% | +52.3% | -3.9% |
| YTD | +14.7% | -61.2% | +75.9% | +16.1% |
| 1Y | +14.7% | -53.2% | +67.9% | +15.9% |
| 3Y | +116.4% | +27.8% | +88.5% | +117.4% |
| All | +116.4% | +30.0% | +86.4% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling