-58.4%
WU vs ALHC
-61.4%
+3.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +1.5% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +11.4% | -10.6% | +22.0% | +12.0% |
| 3M | -6.8% | -45.3% | +38.5% | -4.2% |
| 6M | -14.6% | -59.7% | +45.1% | -10.9% |
| YTD | -20.6% | -62.7% | +42.1% | -17.1% |
| 1Y | -15.4% | -56.1% | +40.7% | -12.2% |
| 3Y | -23.6% | +21.3% | -44.9% | -25.6% |
| 5Y | -43.4% | -66.0% | +22.6% | -45.1% |
| All | -58.4% | -61.4% | +3.0% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling