-22.3%
WY vs ALHC
+141.7%
-164.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -10.5% | -6.3% | -4.1% | -10.3% |
| 3M | -4.9% | -12.3% | +7.4% | -5.2% |
| 6M | -4.9% | -27.0% | +22.1% | -4.6% |
| YTD | -1.7% | -31.8% | +30.2% | -1.2% |
| 1Y | -9.4% | -17.0% | +7.6% | -9.7% |
| 3Y | -22.3% | +159.8% | -182.1% | -27.6% |
| All | -22.3% | +141.7% | -164.0% | -27.6% |
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 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