-15.0%
ALC vs WSM
+239.4%
-254.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -3.7% | +2.6% | -6.2% | -4.0% |
| 30D | -3.7% | -9.5% | +5.8% | -2.3% |
| 3M | +4.6% | +12.9% | -8.3% | +2.7% |
| 6M | -14.6% | +23.0% | -37.6% | -17.2% |
| YTD | -11.9% | +28.9% | -40.8% | -15.2% |
| 1Y | -13.1% | +13.7% | -26.8% | -15.2% |
| 3Y | -15.0% | +232.6% | -247.6% | -28.9% |
| All | -15.0% | +239.4% | -254.4% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling