-8.1%
WU vs ALHC
-16.6%
+8.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | -1.1% | -1.0% | -0.1% | -1.1% |
| 3M | -3.9% | -10.2% | +6.3% | -0.5% |
| 6M | -20.7% | -28.3% | +7.6% | -17.4% |
| YTD | -18.4% | -31.4% | +13.1% | -15.3% |
| 1Y | -8.1% | -16.9% | +8.9% | -5.7% |
| All | -8.1% | -16.6% | +8.6% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling