+23.0%
WST vs ALHC
-28.9%
+51.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -3.1% | -1.0% | -2.1% | -3.1% |
| 3M | +7.2% | -10.2% | +17.4% | +7.3% |
| 6M | +36.8% | -28.3% | +65.1% | +38.8% |
| YTD | +23.8% | -31.4% | +55.3% | +25.8% |
| 1Y | +37.8% | -16.9% | +54.7% | +37.5% |
| 3Y | -15.9% | +135.5% | -151.4% | -26.4% |
| 5Y | -25.8% | -33.6% | +7.8% | -31.1% |
| All | +23.0% | -28.9% | +51.9% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling