+192.5%
WWD vs ALHC
-30.5%
+223.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | +0.8% | -1.0% | +1.8% | +0.9% |
| 30D | -6.4% | -6.3% | -0.1% | -6.0% |
| 3M | -5.6% | -12.3% | +6.7% | -5.4% |
| 6M | -9.1% | -27.0% | +17.9% | -7.9% |
| YTD | +12.5% | -31.8% | +44.4% | +14.5% |
| 1Y | +41.3% | -17.0% | +58.3% | +41.8% |
| 3Y | +170.2% | +159.8% | +10.4% | +139.5% |
| 5Y | +192.5% | -25.1% | +217.6% | +182.8% |
| All | +192.5% | -30.5% | +223.0% | +182.8% |
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