+255.3%
ALK vs WCN
+7,873.9%
-7,618.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +9.0% | +2.9% | +6.1% | +8.1% |
| 30D | -1.6% | +22.1% | -23.7% | -7.9% |
| 3M | -23.2% | +13.2% | -36.4% | -26.3% |
| 6M | -3.9% | +23.7% | -27.6% | -10.9% |
| YTD | -22.6% | +8.7% | -31.3% | -25.5% |
| 1Y | -5.3% | +15.3% | -20.7% | -10.7% |
| 3Y | +18.6% | +46.0% | -27.4% | +2.9% |
| 5Y | -34.4% | +45.9% | -80.3% | -43.4% |
| 10Y | -40.8% | +311.1% | -351.9% | -62.9% |
| All | +255.3% | +7,873.9% | -7,618.6% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling