-5.3%
ALC vs WSM
+34.6%
-39.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.7% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +16.0% | +5.1% | +11.0% | +14.5% |
| 3M | +0.8% | +5.1% | -4.3% | -0.5% |
| 6M | +16.8% | +48.6% | -31.8% | +6.3% |
| YTD | -5.5% | +44.2% | -49.7% | -14.9% |
| 1Y | -5.3% | +38.1% | -43.3% | -13.3% |
| All | -5.3% | +34.6% | -39.9% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling