-8.8%
ALC vs WSM
+182.7%
-191.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.3% | +3.1% | -0.8% | +1.8% |
| 30D | +15.5% | +8.5% | +7.0% | +13.9% |
| 3M | +0.6% | +4.6% | -4.0% | -0.3% |
| 6M | +18.4% | +44.5% | -26.2% | +10.9% |
| YTD | -5.6% | +48.4% | -54.0% | -12.2% |
| 1Y | 0.0% | +36.2% | -36.1% | -5.7% |
| 3Y | +2.8% | +268.8% | -266.0% | -21.9% |
| 5Y | -8.8% | +185.2% | -194.0% | -29.2% |
| All | -8.8% | +182.7% | -191.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling