-58.6%
WU vs ALHC
-31.6%
-27.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -4.9% | -4.1% | -0.8% | -4.7% |
| 30D | -1.3% | -5.4% | +4.2% | -1.0% |
| 3M | -3.6% | -32.1% | +28.6% | -1.7% |
| 6M | -24.3% | -28.5% | +4.1% | -23.3% |
| YTD | -21.1% | -34.0% | +12.9% | -19.8% |
| 1Y | -10.3% | -20.9% | +10.6% | -9.5% |
| 3Y | -28.4% | +151.5% | -179.9% | -32.7% |
| 5Y | -51.2% | -28.8% | -22.4% | -53.9% |
| All | -58.6% | -31.6% | -27.0% | -60.6% |
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