+88.4%
WAT vs ALK
+21.9%
+66.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.9% | +2.6% |
| 7D | +6.0% | +8.9% | -2.9% | +4.0% |
| 30D | +9.9% | +5.9% | +4.0% | +8.2% |
| 3M | +17.2% | -16.5% | +33.7% | +21.5% |
| 6M | +34.2% | +2.1% | +32.1% | +31.7% |
| YTD | +25.5% | -17.1% | +42.6% | +27.4% |
| 1Y | +28.3% | -2.9% | +31.1% | +24.9% |
| 3Y | +88.4% | +24.5% | +63.9% | +67.4% |
| All | +88.4% | +21.9% | +66.4% | +67.4% |
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