-39.0%
ALK vs WSM
+1,015.9%
-1,054.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +0.1% | +2.6% | -2.4% | -0.8% |
| 30D | -18.5% | -9.5% | -8.9% | -15.5% |
| 3M | -3.6% | +12.9% | -16.4% | -7.3% |
| 6M | -3.7% | +23.0% | -26.7% | -9.8% |
| YTD | -19.0% | +28.9% | -47.9% | -25.2% |
| 1Y | -36.0% | +13.7% | -49.7% | -38.6% |
| 3Y | +2.3% | +232.6% | -230.3% | -33.3% |
| 5Y | -27.8% | +185.9% | -213.6% | -52.9% |
| 10Y | -39.0% | +998.6% | -1,037.6% | -77.3% |
| All | -39.0% | +1,015.9% | -1,054.9% | -77.3% |
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