+18.6%
ALK vs WSM
+245.0%
-226.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | +9.0% | +0.5% | +8.5% | +9.0% |
| 30D | -1.6% | +6.0% | -7.6% | -4.0% |
| 3M | -23.2% | +3.2% | -26.4% | -24.2% |
| 6M | -3.9% | +37.1% | -41.0% | -15.9% |
| YTD | -22.6% | +44.2% | -66.8% | -33.1% |
| 1Y | -5.3% | +34.2% | -39.5% | -16.0% |
| 3Y | +18.6% | +249.3% | -230.7% | -21.2% |
| All | +18.6% | +245.0% | -226.5% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling