+35.3%
WAT vs ALK
-28.6%
+63.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +3.4% | +12.9% | -9.5% | +0.3% |
| 30D | +9.6% | +5.5% | +4.1% | +7.8% |
| 3M | +15.5% | -12.1% | +27.6% | +18.6% |
| 6M | +33.9% | +1.7% | +32.2% | +31.1% |
| YTD | +25.2% | -17.4% | +42.6% | +27.6% |
| 1Y | +26.3% | -1.9% | +28.2% | +22.4% |
| 3Y | +85.8% | +21.2% | +64.6% | +58.8% |
| 5Y | +35.3% | -27.8% | +63.1% | +31.5% |
| All | +35.3% | -28.6% | +63.9% | +31.5% |
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