-41.0%
ALK vs WSM
+1,226.6%
-1,267.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +12.9% | +3.1% | +9.8% | +11.9% |
| 30D | +5.5% | +8.5% | -3.0% | +2.7% |
| 3M | -12.1% | +4.6% | -16.7% | -13.4% |
| 6M | +1.7% | +44.5% | -42.8% | -10.1% |
| YTD | -17.4% | +48.4% | -65.9% | -27.3% |
| 1Y | -1.9% | +36.2% | -38.1% | -11.2% |
| 3Y | +21.2% | +268.8% | -247.5% | -23.3% |
| 5Y | -27.8% | +185.2% | -213.1% | -52.8% |
| 10Y | -41.0% | +1,175.8% | -1,216.9% | -78.7% |
| All | -41.0% | +1,226.6% | -1,267.7% | -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