+170.3%
WMT vs ALHC
-65.3%
+235.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.7% | -5.5% | +2.8% | -2.6% |
| 30D | +11.1% | -4.9% | +16.1% | +11.2% |
| 3M | +11.2% | -41.7% | +53.0% | +12.0% |
| 6M | -1.3% | -55.2% | +53.9% | -0.6% |
| YTD | +13.5% | -61.1% | +74.6% | +14.5% |
| 1Y | +22.5% | -53.3% | +75.9% | +23.1% |
| 3Y | +134.1% | +28.2% | +105.9% | +125.8% |
| 5Y | +170.3% | -65.8% | +236.1% | +158.3% |
| All | +170.3% | -65.3% | +235.5% | +158.3% |
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