+159.8%
ALHC vs WSM
+239.4%
-79.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.0% | +2.6% | -3.5% | -1.4% |
| 30D | -6.3% | -9.5% | +3.2% | -4.8% |
| 3M | -12.3% | +12.9% | -25.2% | -14.3% |
| 6M | -27.0% | +23.0% | -50.1% | -29.6% |
| YTD | -31.8% | +28.9% | -60.8% | -34.8% |
| 1Y | -17.0% | +13.7% | -30.7% | -19.3% |
| 3Y | +159.8% | +232.6% | -72.8% | +93.5% |
| All | +159.8% | +239.4% | -79.6% | +93.5% |
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