-42.0%
ALK vs WSM
+1,181.2%
-1,223.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.6% | -3.0% | +5.5% | +3.7% |
| 30D | +7.8% | +10.1% | -2.3% | +4.4% |
| 3M | -15.2% | +4.9% | -20.1% | -16.5% |
| 6M | +5.0% | +49.8% | -44.7% | -8.3% |
| YTD | -18.4% | +48.7% | -67.2% | -28.3% |
| 1Y | -2.4% | +38.7% | -41.1% | -12.2% |
| 3Y | +19.8% | +269.5% | -249.8% | -24.3% |
| 5Y | -27.8% | +179.0% | -206.8% | -52.5% |
| 10Y | -42.0% | +1,162.3% | -1,204.2% | -79.2% |
| All | -42.0% | +1,181.2% | -1,223.2% | -79.2% |
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