+283.6%
WAB vs ALK
-35.2%
+318.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | -4.4% | -19.2% | +14.8% | +3.1% |
| 3M | +7.9% | -1.5% | +9.4% | +7.0% |
| 6M | +8.7% | -13.1% | +21.8% | +11.5% |
| YTD | +33.0% | -16.4% | +49.4% | +37.0% |
| 1Y | +46.7% | -33.1% | +79.7% | +63.2% |
| 3Y | +153.0% | +0.6% | +152.4% | +121.4% |
| 5Y | +222.3% | -26.4% | +248.7% | +212.1% |
| All | +283.6% | -35.2% | +318.7% | +215.3% |
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