+26.2%
ALC vs WSM
+877.6%
-851.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | 0.0% |
| 7D | -6.2% | -3.2% | -3.0% | -5.6% |
| 30D | +14.0% | +4.6% | +9.4% | +13.1% |
| 3M | -2.4% | +2.4% | -4.8% | -2.9% |
| 6M | +12.6% | +43.7% | -31.0% | +5.1% |
| YTD | -8.4% | +42.1% | -50.5% | -14.7% |
| 1Y | -9.1% | +32.3% | -41.4% | -14.3% |
| 3Y | -0.3% | +253.0% | -253.3% | -25.2% |
| 5Y | -9.9% | +161.3% | -171.2% | -30.5% |
| All | +26.2% | +877.6% | -851.4% | -30.2% |
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