+11,882.3%
WAT vs ALK
+935.4%
+10,946.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.4% |
| 7D | -5.6% | +7.1% | -12.7% | -7.2% |
| 30D | +3.8% | -3.0% | +6.8% | +4.1% |
| 3M | +13.3% | -25.6% | +38.9% | +19.9% |
| 6M | +32.2% | +0.5% | +31.7% | +30.2% |
| YTD | +19.3% | -23.1% | +42.3% | +23.2% |
| 1Y | +21.8% | -7.5% | +29.4% | +20.7% |
| 3Y | +73.9% | +15.3% | +58.6% | +59.5% |
| 5Y | +32.1% | -34.8% | +66.9% | +34.1% |
| 10Y | +228.2% | -41.2% | +269.4% | +212.3% |
| All | +11,882.3% | +935.4% | +10,946.8% | +5,471.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling