+317.3%
ALK vs WCC
+1,713.7%
-1,396.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.3% | +0.1% |
| 7D | -0.7% | +4.5% | -5.1% | -2.3% |
| 30D | -19.2% | -5.8% | -13.4% | -17.7% |
| 3M | -1.5% | -3.7% | +2.1% | -0.7% |
| 6M | -13.1% | +23.1% | -36.1% | -20.0% |
| YTD | -16.4% | +44.2% | -60.6% | -27.6% |
| 1Y | -33.1% | +62.1% | -95.2% | -44.8% |
| 3Y | +0.6% | +121.1% | -120.5% | -28.7% |
| 5Y | -26.4% | +214.0% | -240.3% | -55.4% |
| 10Y | -34.2% | +472.8% | -506.9% | -70.1% |
| All | +317.3% | +1,713.7% | -1,396.4% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling