-0.1%
WST vs ALHC
-66.2%
+66.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.4% |
| 7D | +4.2% | +0.3% | +3.9% | +4.2% |
| 30D | +11.2% | -10.6% | +21.8% | +12.1% |
| 3M | +20.4% | -45.3% | +65.7% | +25.7% |
| 6M | +37.9% | -59.7% | +97.6% | +46.6% |
| YTD | +51.8% | -62.7% | +114.5% | +61.4% |
| 1Y | +56.6% | -56.1% | +112.7% | +63.8% |
| 3Y | +24.2% | +21.3% | +3.0% | +12.2% |
| All | -0.1% | -66.2% | +66.1% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling