+161.1%
WAB vs ALK
+16.0%
+145.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +1.4% | +9.0% | -7.6% | -0.5% |
| 30D | +0.4% | -1.6% | +2.0% | +0.5% |
| 3M | -3.8% | -23.2% | +19.3% | +1.5% |
| 6M | +5.1% | -3.9% | +9.0% | +4.6% |
| YTD | +33.3% | -22.6% | +55.9% | +37.4% |
| 1Y | +39.8% | -5.3% | +45.1% | +37.7% |
| 3Y | +161.1% | +18.6% | +142.5% | +146.1% |
| All | +161.1% | +16.0% | +145.1% | +146.1% |
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