-42.7%
ALK vs WETO
-99.4%
+56.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | +0.1% | -57.2% | +57.4% | -0.1% |
| 30D | -18.5% | -48.8% | +30.3% | -18.7% |
| 3M | -3.6% | -97.7% | +94.1% | +1.9% |
| 6M | -3.7% | -94.3% | +90.6% | -3.9% |
| YTD | -19.0% | -97.0% | +78.0% | -17.8% |
| 1Y | -36.0% | -98.9% | +62.9% | -33.6% |
| All | -42.7% | -99.4% | +56.7% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling