-47.4%
ALK vs WING
+620.3%
-667.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -1.2% | -2.5% | +1.3% | -0.6% |
| 30D | +7.7% | +29.5% | -21.8% | +1.5% |
| 3M | -19.0% | +40.2% | -59.2% | -25.5% |
| 6M | -0.2% | +32.7% | -32.9% | -7.7% |
| YTD | -23.5% | -32.8% | +9.3% | -18.5% |
| 1Y | -9.1% | -31.7% | +22.6% | -3.8% |
| 3Y | +12.0% | -24.7% | +36.7% | +9.4% |
| 5Y | -30.9% | -0.5% | -30.4% | -40.1% |
| All | -47.4% | +620.3% | -667.6% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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