-12.8%
ALC vs WSM
+14.1%
-27.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -5.3% | +2.6% | -7.9% | -5.9% |
| 30D | -7.1% | -9.3% | +2.2% | -4.9% |
| 3M | +0.8% | +7.1% | -6.3% | -0.7% |
| 6M | -16.0% | +21.7% | -37.7% | -19.5% |
| YTD | -12.7% | +28.7% | -41.5% | -17.8% |
| 1Y | -12.8% | +13.9% | -26.7% | -17.0% |
| All | -12.8% | +14.1% | -27.0% | -17.0% |
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