-27.7%
WU vs ALHC
+141.7%
-169.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -0.8% | -1.0% | +0.1% | -0.8% |
| 30D | -1.1% | -6.3% | +5.2% | -0.8% |
| 3M | -1.8% | -12.3% | +10.5% | -0.6% |
| 6M | -23.9% | -27.0% | +3.1% | -22.6% |
| YTD | -20.4% | -31.8% | +11.4% | -18.9% |
| 1Y | -10.6% | -17.0% | +6.4% | -9.6% |
| 3Y | -27.7% | +159.8% | -187.6% | -36.6% |
| All | -27.7% | +141.7% | -169.4% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling