-13.1%
ALK vs WSM
+13.6%
-26.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | -0.8% |
| 7D | -0.7% | -3.3% | +2.6% | +3.1% |
| 30D | -19.2% | -8.4% | -10.8% | -10.8% |
| 3M | -1.5% | +9.7% | -11.2% | -13.4% |
| 6M | -13.1% | +16.7% | -29.7% | -29.4% |
| All | -13.1% | +13.6% | -26.6% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling