-57.5%
ALHC vs WSM
+224.6%
-282.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.3% | -2.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.2% |
| 30D | -10.6% | +5.1% | -15.7% | -11.7% |
| 3M | -45.3% | +5.1% | -50.4% | -46.0% |
| 6M | -59.7% | +48.6% | -108.3% | -63.6% |
| YTD | -62.7% | +44.2% | -106.9% | -66.2% |
| 1Y | -56.1% | +38.1% | -94.2% | -59.8% |
| 3Y | +21.3% | +257.2% | -236.0% | -23.6% |
| 5Y | -66.0% | +165.1% | -231.1% | -78.1% |
| All | -57.5% | +224.6% | -282.0% | -72.0% |
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