+280.0%
WAB vs ALK
-41.7%
+321.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +1.4% | +9.0% | -7.6% | -1.9% |
| 30D | +0.4% | -1.6% | +2.0% | +0.4% |
| 3M | -3.8% | -23.2% | +19.3% | +4.9% |
| 6M | +5.1% | -3.9% | +9.0% | +3.8% |
| YTD | +33.3% | -22.6% | +55.9% | +40.2% |
| 1Y | +39.8% | -5.3% | +45.1% | +35.5% |
| 3Y | +161.1% | +18.6% | +142.5% | +109.8% |
| 5Y | +209.5% | -34.4% | +243.8% | +212.2% |
| All | +280.0% | -41.7% | +321.7% | +231.8% |
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