-15.1%
WU vs ALHC
-53.4%
+38.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +2.1% | -5.5% | +7.7% | +2.7% |
| 30D | +10.1% | -4.9% | +15.1% | +10.5% |
| 3M | -1.1% | -41.7% | +40.6% | +4.1% |
| 6M | -19.8% | -55.2% | +35.4% | -11.5% |
| YTD | -20.8% | -61.1% | +40.3% | -13.6% |
| 1Y | -15.1% | -53.3% | +38.2% | -10.2% |
| All | -15.1% | -53.4% | +38.3% | -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 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