+175.0%
WWD vs ALHC
-64.2%
+239.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +3.6% |
| 7D | +4.2% | +1.0% | +3.2% | +4.0% |
| 30D | -2.1% | -14.2% | +12.0% | -1.3% |
| 3M | -13.2% | -45.1% | +32.0% | -9.7% |
| 6M | -16.9% | -59.5% | +42.7% | -12.3% |
| YTD | +5.2% | -62.8% | +68.1% | +11.4% |
| 1Y | +20.6% | -55.5% | +76.1% | +26.1% |
| 3Y | +146.3% | +25.7% | +120.6% | +131.8% |
| All | +175.0% | -64.2% | +239.2% | +179.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling