-47.4%
ALK vs WSM
+1,131.4%
-1,178.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -2.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.1% |
| 30D | +7.7% | +5.1% | +2.6% | +6.1% |
| 3M | -19.0% | +5.1% | -24.1% | -20.3% |
| 6M | -0.2% | +48.6% | -48.8% | -12.6% |
| YTD | -23.5% | +44.2% | -67.7% | -32.0% |
| 1Y | -9.1% | +38.1% | -47.2% | -18.0% |
| 3Y | +12.0% | +257.2% | -245.2% | -28.3% |
| 5Y | -30.9% | +165.1% | -196.0% | -53.6% |
| All | -47.4% | +1,131.4% | -1,178.7% | -80.7% |
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