-33.9%
ALK vs WCC
+117.0%
-150.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.3% |
| 7D | +9.0% | -14.7% | +23.7% | +15.6% |
| 30D | -1.6% | -20.1% | +18.4% | +6.8% |
| 3M | -23.2% | -21.2% | -2.0% | -16.6% |
| 6M | -3.9% | -19.2% | +15.3% | +2.4% |
| YTD | -22.6% | +20.2% | -42.8% | -31.6% |
| 1Y | -5.3% | +14.5% | -19.8% | -14.5% |
| 3Y | +18.6% | +115.1% | -96.6% | -25.2% |
| All | -33.9% | +117.0% | -150.8% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling