+46.9%
WPM vs ALHC
-14.5%
+61.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +7.0% | -1.0% | +8.0% | +7.1% |
| 30D | +15.7% | -6.3% | +22.1% | +16.2% |
| 3M | +35.2% | -12.3% | +47.5% | +37.3% |
| 6M | +6.1% | -27.0% | +33.1% | +8.1% |
| YTD | +32.6% | -31.8% | +64.4% | +35.1% |
| 1Y | +46.9% | -17.0% | +63.9% | +48.8% |
| All | +46.9% | -14.5% | +61.4% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling