-42.1%
ALK vs WETO
-99.4%
+57.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +2.6% |
| 7D | -2.1% | -4.3% | +2.2% | -2.1% |
| 30D | -13.1% | -39.9% | +26.8% | -13.6% |
| 3M | -11.8% | -97.9% | +86.1% | -6.5% |
| 6M | -0.4% | -95.0% | +94.7% | -0.3% |
| YTD | -18.2% | -97.2% | +79.0% | -17.0% |
| 1Y | -35.5% | -98.9% | +63.4% | -33.2% |
| All | -42.1% | -99.4% | +57.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling