-0.2%
WY vs ALHC
-51.4%
+51.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.1% | -4.5% | +5.4% |
| 7D | +13.3% | -0.5% | +13.8% | +13.3% |
| 30D | +17.6% | -4.2% | +21.9% | +17.7% |
| 3M | -15.0% | -39.8% | +24.8% | -14.1% |
| 6M | -5.9% | -57.7% | +51.8% | -5.2% |
| YTD | -5.7% | -58.8% | +53.0% | -5.1% |
| 1Y | -0.2% | -52.4% | +52.2% | -2.2% |
| All | -0.2% | -51.4% | +51.2% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling