-42.0%
ALK vs WCC
+453.1%
-495.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -2.8% |
| 7D | +2.6% | +3.3% | -0.7% | +0.7% |
| 30D | +7.8% | -9.4% | +17.2% | +11.1% |
| 3M | -15.2% | -10.5% | -4.7% | -12.8% |
| 6M | +5.0% | -10.4% | +15.4% | +7.3% |
| YTD | -18.4% | +34.4% | -52.8% | -32.6% |
| 1Y | -2.4% | +27.7% | -30.1% | -17.1% |
| 3Y | +19.8% | +137.9% | -118.2% | -31.4% |
| 5Y | -27.8% | +147.0% | -174.8% | -62.3% |
| 10Y | -42.0% | +442.5% | -484.4% | -85.2% |
| All | -42.0% | +453.1% | -495.1% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling