+197.2%
WMB vs ALHC
-65.3%
+262.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +1.6% | -5.5% | +7.1% | +1.8% |
| 30D | -7.1% | -4.9% | -2.1% | -7.0% |
| 3M | -4.0% | -41.7% | +37.7% | -2.4% |
| 6M | -5.7% | -55.2% | +49.5% | -3.8% |
| YTD | +17.2% | -61.1% | +78.2% | +20.0% |
| 1Y | +17.2% | -53.3% | +70.5% | +19.2% |
| 3Y | +121.1% | +28.2% | +92.9% | +111.6% |
| 5Y | +197.2% | -65.8% | +263.0% | +196.3% |
| All | +197.2% | -65.3% | +262.4% | +196.3% |
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