+44.7%
WST vs ALHC
-61.5%
+106.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.1% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | +9.1% | -14.2% | +23.2% | +10.1% |
| 3M | +14.7% | -45.1% | +59.8% | +19.2% |
| 6M | +28.0% | -59.5% | +87.5% | +35.1% |
| YTD | +45.6% | -62.8% | +108.5% | +54.0% |
| 1Y | +45.7% | -55.5% | +101.1% | +51.6% |
| 3Y | +21.1% | +25.7% | -4.6% | +11.1% |
| 5Y | +0.3% | -66.8% | +67.1% | -3.1% |
| All | +44.7% | -61.5% | +106.1% | +39.5% |
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