-55.6%
ALHC vs WSM
+234.8%
-290.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -5.5% | -3.0% | -2.6% | -4.7% |
| 30D | -4.9% | +10.1% | -15.0% | -7.2% |
| 3M | -41.7% | +4.9% | -46.6% | -42.4% |
| 6M | -55.2% | +49.8% | -105.0% | -59.6% |
| YTD | -61.1% | +48.7% | -109.8% | -65.0% |
| 1Y | -53.3% | +38.7% | -92.1% | -57.4% |
| 3Y | +28.2% | +269.5% | -241.4% | -20.0% |
| 5Y | -65.8% | +179.0% | -244.8% | -78.2% |
| All | -55.6% | +234.8% | -290.4% | -71.0% |
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 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