-27.2%
WY vs ALHC
-59.6%
+32.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -5.1% | -5.5% | +0.5% | -4.7% |
| 30D | +9.0% | -4.9% | +14.0% | +9.2% |
| 3M | -16.7% | -41.7% | +25.0% | -14.2% |
| 6M | -10.3% | -55.2% | +44.9% | -6.9% |
| YTD | -10.5% | -61.1% | +50.6% | -6.5% |
| 1Y | -5.9% | -53.3% | +47.5% | -3.1% |
| 3Y | -24.7% | +28.2% | -52.9% | -30.9% |
| 5Y | -31.5% | -65.8% | +34.3% | -33.8% |
| All | -27.2% | -59.6% | +32.4% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling