-21.8%
ALHC vs WSM
+189.7%
-211.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.6% |
| 7D | -0.6% | -3.3% | +2.7% | +0.2% |
| 30D | -1.0% | -8.4% | +7.4% | +1.2% |
| 3M | -10.2% | +9.7% | -19.8% | -12.5% |
| 6M | -28.3% | +16.7% | -45.0% | -31.4% |
| YTD | -31.4% | +28.7% | -60.1% | -36.1% |
| 1Y | -16.9% | +13.7% | -30.6% | -20.4% |
| 3Y | +135.5% | +230.1% | -94.6% | +49.9% |
| 5Y | -33.6% | +179.0% | -212.6% | -56.4% |
| All | -21.8% | +189.7% | -211.4% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling