-63.0%
WBD vs ALK
-51.4%
-11.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | -13.0% | +4.3% | -17.3% | -14.8% |
| 30D | -9.7% | -4.1% | -5.6% | -8.1% |
| 3M | -31.7% | -28.1% | -3.6% | -21.2% |
| 6M | -28.1% | -23.7% | -4.4% | -19.3% |
| YTD | +1.7% | -22.0% | +23.7% | +13.7% |
| 1Y | -2.0% | -24.3% | +22.2% | +11.3% |
| 3Y | -56.4% | -27.0% | -29.4% | -50.8% |
| 5Y | -70.8% | -47.6% | -23.2% | -66.6% |
| All | -63.0% | -51.4% | -11.6% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling