-29.8%
ALK vs WCC
+146.1%
-175.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +0.9% | +14.2% | -13.3% | -4.8% |
| 30D | +3.3% | -9.8% | +13.1% | +6.4% |
| 3M | -17.6% | -10.1% | -7.4% | -15.5% |
| 6M | +0.8% | -9.4% | +10.2% | +2.3% |
| YTD | -22.4% | +34.4% | -56.8% | -34.7% |
| 1Y | -10.1% | +23.3% | -33.3% | -21.3% |
| 3Y | +14.0% | +137.9% | -123.9% | -31.2% |
| 5Y | -29.8% | +144.0% | -173.8% | -61.7% |
| All | -29.8% | +146.1% | -175.9% | -61.7% |
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