+336.3%
WBD vs ALK
+490.9%
-154.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.8% | +11.9% | +13.2% |
| 7D | +13.7% | +1.8% | +11.9% | +13.2% |
| 30D | +13.7% | +1.8% | +11.9% | +13.2% |
| 3M | +13.7% | +1.8% | +11.9% | +13.2% |
| 6M | +13.3% | +5.0% | +8.3% | +11.0% |
| YTD | +7.4% | -22.1% | +29.5% | +13.7% |
| 1Y | +63.0% | -20.3% | +83.3% | +70.4% |
| 3Y | +206.7% | +9.8% | +196.9% | +184.7% |
| 5Y | +18.4% | -36.4% | +54.7% | +28.6% |
| 10Y | +11.8% | -38.7% | +50.5% | +12.8% |
| All | +336.3% | +490.9% | -154.7% | +143.0% |
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