-33.9%
ALK vs WSM
+168.7%
-202.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | +9.0% | +0.5% | +8.5% | +9.0% |
| 30D | -1.6% | +6.0% | -7.6% | -3.7% |
| 3M | -23.2% | +3.2% | -26.4% | -24.1% |
| 6M | -3.9% | +37.1% | -41.0% | -14.4% |
| YTD | -22.6% | +44.2% | -66.8% | -31.9% |
| 1Y | -5.3% | +34.2% | -39.5% | -14.7% |
| 3Y | +18.6% | +249.3% | -230.7% | -23.8% |
| All | -33.9% | +168.7% | -202.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling