-25.1%
ALHC vs WSM
+189.5%
-214.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.0% | +2.6% | -3.5% | -1.6% |
| 30D | -6.3% | -9.5% | +3.2% | -3.9% |
| 3M | -12.3% | +12.9% | -25.2% | -15.3% |
| 6M | -27.0% | +23.0% | -50.1% | -31.2% |
| YTD | -31.8% | +28.9% | -60.8% | -36.7% |
| 1Y | -17.0% | +13.7% | -30.7% | -20.7% |
| 3Y | +159.8% | +232.6% | -72.8% | +58.4% |
| 5Y | -25.1% | +185.9% | -211.0% | -47.7% |
| All | -25.1% | +189.5% | -214.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling