-1.6%
ALK vs WSM
+34.5%
-36.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.0% | +4.1% | +4.2% |
| 7D | +8.9% | +0.9% | +8.0% | +8.2% |
| 30D | +5.9% | +8.6% | -2.6% | -1.7% |
| 3M | -16.5% | +4.2% | -20.8% | -19.6% |
| 6M | +2.1% | +44.6% | -42.5% | -27.7% |
| YTD | -17.1% | +48.5% | -65.6% | -41.1% |
| All | -1.6% | +34.5% | -36.1% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling