-28.7%
WYNN vs ALHC
-33.8%
+5.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -4.2% | -6.9% | +2.7% | -3.6% |
| 30D | -14.6% | -6.7% | -7.9% | -14.1% |
| 3M | -18.4% | -37.7% | +19.3% | -15.8% |
| 6M | -11.9% | -30.0% | +18.1% | -10.7% |
| YTD | -26.6% | -36.2% | +9.6% | -25.1% |
| 1Y | -28.5% | -22.9% | -5.7% | -28.5% |
| 3Y | -5.1% | +138.4% | -143.5% | -22.2% |
| 5Y | -10.5% | -32.8% | +22.3% | -17.3% |
| All | -28.7% | -33.8% | +5.1% | -35.8% |
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 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