+300.5%
WPM vs ALHC
-61.8%
+362.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.7% |
| 7D | +20.8% | +3.9% | +16.9% | +20.5% |
| 30D | +3.8% | -3.6% | +7.5% | +4.0% |
| 3M | +7.4% | -49.4% | +56.8% | +11.7% |
| 6M | +4.0% | -59.5% | +63.4% | +9.1% |
| YTD | +23.0% | -63.2% | +86.2% | +29.5% |
| 1Y | +45.9% | -55.5% | +101.4% | +51.7% |
| 3Y | +242.9% | +23.0% | +219.9% | +222.1% |
| 5Y | +259.5% | -65.7% | +325.2% | +270.5% |
| All | +300.5% | -61.8% | +362.3% | +296.2% |
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