-18.0%
WU vs ALHC
-51.4%
+33.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.1% | -4.7% | +4.2% |
| 7D | +8.2% | -0.5% | +8.7% | +8.1% |
| 30D | +8.0% | -4.2% | +12.3% | +8.3% |
| 3M | -6.6% | -39.8% | +33.1% | -2.2% |
| 6M | -23.3% | -57.7% | +34.5% | -15.6% |
| YTD | -22.4% | -58.8% | +36.4% | -15.6% |
| 1Y | -18.0% | -52.4% | +34.4% | -12.4% |
| All | -18.0% | -51.4% | +33.4% | -12.4% |
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