-20.9%
ALHC vs WSM
+14.1%
-35.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -4.1% | +2.6% | -6.7% | -4.8% |
| 30D | -5.4% | -9.3% | +3.8% | -2.9% |
| 3M | -32.1% | +7.1% | -39.2% | -34.0% |
| 6M | -28.5% | +21.7% | -50.2% | -32.7% |
| YTD | -34.0% | +28.7% | -62.8% | -38.6% |
| 1Y | -20.9% | +13.9% | -34.8% | -25.7% |
| All | -20.9% | +14.1% | -35.1% | -25.7% |
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