+279.7%
WPM vs ALHC
+140.1%
+139.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.1% |
| 30D | +26.4% | -1.0% | +27.4% | +26.4% |
| 3M | +20.8% | -10.2% | +31.0% | +21.4% |
| 6M | +1.1% | -28.3% | +29.4% | +2.2% |
| YTD | +32.5% | -31.4% | +63.9% | +34.0% |
| 1Y | +51.5% | -16.9% | +68.5% | +52.2% |
| All | +279.7% | +140.1% | +139.6% | +272.1% |
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