-28.0%
ALK vs WING
+405.9%
-433.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | -0.7% | -3.9% | +3.2% | +0.2% |
| 30D | -19.2% | -11.6% | -7.7% | -17.4% |
| 3M | -1.5% | -24.2% | +22.7% | +3.7% |
| 6M | -13.1% | -54.1% | +41.0% | +1.5% |
| YTD | -16.4% | -53.9% | +37.5% | -3.1% |
| 1Y | -33.1% | -64.4% | +31.3% | -18.6% |
| 3Y | +0.6% | -30.2% | +30.8% | +0.2% |
| 5Y | -26.4% | -34.1% | +7.7% | -29.7% |
| 10Y | -34.2% | +342.1% | -376.3% | -61.2% |
| All | -28.0% | +405.9% | -433.9% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling