+226.2%
WAT vs ALK
-41.7%
+267.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.1% | +9.0% | -10.2% | -3.3% |
| 30D | +5.0% | -1.6% | +6.6% | +5.0% |
| 3M | +14.5% | -23.2% | +37.7% | +20.9% |
| 6M | +30.9% | -3.9% | +34.8% | +30.1% |
| YTD | +20.5% | -22.6% | +43.1% | +24.5% |
| 1Y | +23.3% | -5.3% | +28.6% | +21.1% |
| 3Y | +81.5% | +18.6% | +62.9% | +62.8% |
| 5Y | +33.4% | -34.4% | +67.8% | +34.2% |
| All | +226.2% | -41.7% | +267.9% | +207.8% |
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