+12.0%
ALK vs WCN
+52.1%
-40.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.2% | +2.6% | -3.8% | -1.9% |
| 30D | +7.7% | +23.9% | -16.2% | +2.1% |
| 3M | -19.0% | +17.4% | -36.4% | -22.3% |
| 6M | -0.2% | +28.0% | -28.2% | -7.1% |
| YTD | -23.5% | +11.6% | -35.1% | -25.2% |
| 1Y | -9.1% | +16.9% | -26.0% | -13.1% |
| 3Y | +12.0% | +51.6% | -39.6% | -19.5% |
| All | +12.0% | +52.1% | -40.1% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling