+33.2%
WAT vs ALK
-31.3%
+64.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.1% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | +5.4% | +7.7% | -2.3% | +3.2% |
| 3M | +11.3% | -19.0% | +30.3% | +16.7% |
| 6M | +37.4% | -0.2% | +37.6% | +35.0% |
| YTD | +21.2% | -23.5% | +44.7% | +25.8% |
| 1Y | +21.3% | -9.1% | +30.5% | +19.8% |
| 3Y | +83.4% | +12.0% | +71.4% | +59.8% |
| All | +33.2% | -31.3% | +64.5% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling