+49.5%
WST vs ALHC
-61.8%
+111.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.4% |
| 7D | +1.3% | +3.9% | -2.6% | +0.9% |
| 30D | +12.9% | -3.6% | +16.5% | +13.0% |
| 3M | +16.7% | -49.4% | +66.1% | +22.1% |
| 6M | +26.8% | -59.5% | +86.3% | +33.8% |
| YTD | +50.5% | -63.2% | +113.7% | +59.2% |
| 1Y | +52.9% | -55.5% | +108.4% | +59.1% |
| 3Y | +23.9% | +23.0% | +0.9% | +13.9% |
| 5Y | +1.0% | -65.7% | +66.8% | -2.4% |
| All | +49.5% | -61.8% | +111.3% | +44.2% |
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