+23.0%
ALHC vs WSM
+264.9%
-241.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.5% |
| 7D | +3.9% | +0.9% | +3.0% | +3.8% |
| 30D | -3.6% | +8.6% | -12.2% | -5.0% |
| 3M | -49.4% | +4.2% | -53.7% | -49.8% |
| 6M | -59.5% | +44.6% | -104.1% | -62.0% |
| YTD | -63.2% | +48.5% | -111.7% | -65.7% |
| 1Y | -55.5% | +34.7% | -90.1% | -57.9% |
| 3Y | +23.0% | +271.0% | -248.0% | -11.3% |
| All | +23.0% | +264.9% | -241.9% | -11.3% |
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