+10.8%
WBD vs ALK
-38.6%
+49.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +5.0% | -18.5% | +23.5% | +13.4% |
| 3M | +6.2% | -3.6% | +9.8% | +5.5% |
| 6M | +0.6% | -3.7% | +4.3% | -2.3% |
| YTD | -2.4% | -19.0% | +16.6% | +0.6% |
| 1Y | +127.7% | -36.0% | +163.7% | +157.5% |
| 3Y | +148.4% | +2.3% | +146.1% | +118.4% |
| 5Y | +4.2% | -27.8% | +32.0% | +5.3% |
| 10Y | +10.8% | -39.0% | +49.8% | -0.6% |
| All | +10.8% | -38.6% | +49.4% | -0.6% |
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