+213.3%
WPM vs ALHC
+21.9%
+191.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.1% |
| 7D | +16.9% | +1.0% | +16.0% | +16.9% |
| 30D | +2.0% | -14.2% | +16.1% | +2.5% |
| 3M | +8.9% | -45.1% | +54.1% | +11.3% |
| 6M | +1.6% | -59.5% | +61.1% | +5.1% |
| YTD | +16.5% | -62.8% | +79.3% | +20.6% |
| 1Y | +42.2% | -55.5% | +97.7% | +46.4% |
| 3Y | +213.3% | +25.7% | +187.6% | +222.4% |
| All | +213.3% | +21.9% | +191.4% | +222.4% |
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