+801.4%
ALK vs WSM
+34,755.7%
-33,954.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.5% | +1.0% |
| 7D | -0.7% | -3.3% | +2.6% | +0.3% |
| 30D | -19.2% | -8.4% | -10.8% | -17.3% |
| 3M | -1.5% | +9.7% | -11.2% | -3.7% |
| 6M | -13.1% | +16.7% | -29.7% | -16.1% |
| YTD | -16.4% | +28.7% | -45.1% | -21.4% |
| 1Y | -33.1% | +13.7% | -46.7% | -35.0% |
| 3Y | +0.6% | +230.1% | -229.5% | -28.9% |
| 5Y | -26.4% | +179.0% | -205.3% | -47.5% |
| 10Y | -34.2% | +1,002.5% | -1,036.7% | -69.6% |
| All | +801.4% | +34,755.7% | -33,954.3% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling