+4.2%
WBD vs ALK
-28.9%
+33.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +5.0% | -18.5% | +23.5% | +14.4% |
| 3M | +6.2% | -3.6% | +9.8% | +5.1% |
| 6M | +0.6% | -3.7% | +4.3% | -3.0% |
| YTD | -2.4% | -19.0% | +16.6% | +0.9% |
| 1Y | +127.7% | -36.0% | +163.7% | +165.8% |
| 3Y | +148.4% | +2.3% | +146.1% | +98.9% |
| 5Y | +4.2% | -27.8% | +32.0% | -0.7% |
| All | +4.2% | -28.9% | +33.1% | -0.7% |
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