-1.0%
ALK vs WCN
+16.1%
-17.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +8.4% |
| 7D | +12.4% | +6.7% | +5.7% | +11.8% |
| 30D | +2.1% | +24.3% | -22.2% | +1.3% |
| 3M | -23.9% | +16.1% | -40.0% | -24.6% |
| 6M | +8.2% | +19.9% | -11.7% | +7.1% |
| YTD | -20.5% | +10.1% | -30.6% | -19.4% |
| 1Y | -1.0% | +14.4% | -15.5% | -0.8% |
| All | -1.0% | +16.1% | -17.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling