+4,398.0%
WAB vs ALK
+955.9%
+3,442.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +4.0% | +12.9% | -8.9% | +0.3% |
| 30D | +6.3% | +5.5% | +0.8% | +4.2% |
| 3M | +3.3% | -12.1% | +15.4% | +6.5% |
| 6M | +14.5% | +1.7% | +12.8% | +11.7% |
| YTD | +42.7% | -17.4% | +60.1% | +46.1% |
| 1Y | +45.2% | -1.9% | +47.1% | +40.9% |
| 3Y | +173.8% | +21.2% | +152.5% | +136.1% |
| 5Y | +223.8% | -27.8% | +251.6% | +221.1% |
| 10Y | +280.5% | -41.0% | +321.5% | +270.6% |
| All | +4,398.0% | +955.9% | +3,442.1% | +2,056.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling