-20.4%
WY vs ALHC
-31.6%
+11.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | -9.9% | -5.4% | -4.4% | -9.6% |
| 3M | -7.5% | -32.1% | +24.6% | -5.7% |
| 6M | -5.1% | -28.5% | +23.3% | -4.2% |
| YTD | -2.1% | -34.0% | +31.9% | -0.7% |
| 1Y | -7.3% | -20.9% | +13.6% | -7.3% |
| 3Y | -22.6% | +151.5% | -174.2% | -32.5% |
| 5Y | -19.8% | -28.8% | +9.0% | -25.7% |
| All | -20.4% | -31.6% | +11.2% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling