-28.5%
WYNN vs ALHC
-19.9%
-8.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -4.2% | -6.9% | +2.7% | -4.1% |
| 30D | -14.6% | -6.7% | -7.9% | -14.6% |
| 3M | -18.4% | -37.7% | +19.3% | -18.6% |
| 6M | -11.9% | -30.0% | +18.1% | -12.5% |
| YTD | -26.6% | -36.2% | +9.6% | -27.0% |
| 1Y | -28.5% | -22.9% | -5.7% | -26.9% |
| All | -28.5% | -19.9% | -8.6% | -26.9% |
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