+148.5%
WWD vs ALHC
+22.7%
+125.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +0.4% | -10.6% | +11.0% | +1.0% |
| 3M | -7.9% | -45.3% | +37.4% | -5.0% |
| 6M | -10.6% | -59.7% | +49.1% | -6.9% |
| YTD | +9.4% | -62.7% | +72.1% | +14.1% |
| 1Y | +25.7% | -56.1% | +81.9% | +30.6% |
| 3Y | +148.5% | +21.3% | +127.3% | +152.3% |
| All | +148.5% | +22.7% | +125.9% | +152.3% |
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 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