+26.6%
WAT vs ALK
-4.9%
+31.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +2.9% |
| 7D | +6.0% | +8.9% | -2.9% | +4.4% |
| 30D | +9.9% | +5.9% | +4.0% | +8.6% |
| 3M | +17.2% | -16.5% | +33.7% | +21.2% |
| 6M | +34.2% | +2.1% | +32.1% | +32.3% |
| YTD | +25.5% | -17.1% | +42.6% | +24.0% |
| All | +26.6% | -4.9% | +31.5% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling