+285.3%
WAB vs ALK
-37.5%
+322.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.1% | -1.9% | +2.6% |
| 7D | +4.0% | +8.9% | -4.9% | +0.6% |
| 30D | +4.5% | +5.9% | -1.5% | +1.7% |
| 3M | +2.3% | -16.5% | +18.8% | +8.2% |
| 6M | +12.5% | +2.1% | +10.4% | +8.7% |
| YTD | +40.2% | -17.1% | +57.3% | +43.8% |
| 1Y | +45.2% | -2.9% | +48.1% | +39.6% |
| 3Y | +171.8% | +24.5% | +147.3% | +115.0% |
| 5Y | +217.6% | -29.1% | +246.7% | +211.3% |
| 10Y | +285.3% | -39.1% | +324.4% | +231.4% |
| All | +285.3% | -37.5% | +322.8% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling