+18.6%
ALK vs WING
-19.7%
+38.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +9.0% | +9.0% | 0.0% | +7.2% |
| 30D | -1.6% | +39.9% | -41.6% | -8.4% |
| 3M | -23.2% | +40.4% | -63.6% | -29.0% |
| 6M | -3.9% | +12.9% | -16.8% | -7.4% |
| YTD | -22.6% | -31.1% | +8.5% | -17.8% |
| 1Y | -5.3% | -32.7% | +27.4% | +0.6% |
| 3Y | +18.6% | -19.8% | +38.4% | +7.0% |
| All | +18.6% | -19.7% | +38.3% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling