+20.2%
ALC vs WSM
+785.6%
-765.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -5.3% | +2.6% | -7.9% | -5.7% |
| 30D | -7.1% | -9.3% | +2.2% | -5.4% |
| 3M | +0.8% | +7.1% | -6.3% | -0.6% |
| 6M | -16.0% | +21.7% | -37.7% | -19.2% |
| YTD | -12.7% | +28.7% | -41.5% | -17.2% |
| 1Y | -12.8% | +13.9% | -26.7% | -15.6% |
| 3Y | -15.8% | +232.2% | -248.0% | -36.3% |
| 5Y | -16.7% | +176.4% | -193.0% | -36.7% |
| All | +20.2% | +785.6% | -765.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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