+169.7%
WAB vs ALK
+14.9%
+154.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.2% |
| 7D | +7.9% | +0.9% | +7.0% | +7.7% |
| 30D | +4.9% | +3.3% | +1.6% | +3.9% |
| 3M | +1.8% | -17.6% | +19.4% | +5.8% |
| 6M | +12.0% | +0.8% | +11.1% | +10.3% |
| YTD | +41.3% | -22.4% | +63.6% | +45.5% |
| 1Y | +43.8% | -10.1% | +53.9% | +43.2% |
| All | +169.7% | +14.9% | +154.8% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling