-43.6%
ALK vs WETO
-99.4%
+55.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -0.6% |
| 7D | -3.1% | -19.9% | +16.8% | -3.2% |
| 30D | -17.1% | -42.7% | +25.5% | -17.5% |
| 3M | -3.8% | -97.7% | +94.0% | +1.9% |
| 6M | -5.3% | -94.4% | +89.2% | -5.4% |
| YTD | -20.3% | -97.0% | +76.7% | -19.1% |
| 1Y | -36.0% | -98.9% | +62.9% | -33.6% |
| All | -43.6% | -99.4% | +55.8% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling