-39.1%
ALK vs WSM
+1,313.8%
-1,353.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.1% | +6.0% |
| 7D | +8.9% | +0.9% | +8.0% | +8.7% |
| 30D | +5.9% | +8.6% | -2.6% | +3.1% |
| 3M | -16.5% | +4.2% | -20.8% | -17.6% |
| 6M | +2.1% | +44.6% | -42.5% | -9.8% |
| YTD | -17.1% | +48.5% | -65.6% | -27.1% |
| 1Y | -2.9% | +34.7% | -37.5% | -11.8% |
| 3Y | +24.5% | +271.0% | -246.6% | -21.5% |
| 5Y | -29.1% | +180.9% | -210.1% | -53.5% |
| 10Y | -39.1% | +1,235.4% | -1,274.5% | -78.7% |
| All | -39.1% | +1,313.8% | -1,353.0% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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