+298.2%
WBD vs ALK
+533.9%
-235.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.9% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +8.8% | -19.2% | +28.0% | +15.5% |
| 3M | +4.6% | -1.5% | +6.2% | +3.6% |
| 6M | +1.1% | -13.1% | +14.1% | +2.2% |
| YTD | -2.0% | -16.4% | +14.4% | -0.4% |
| 1Y | +140.0% | -33.1% | +173.1% | +159.4% |
| 3Y | +144.4% | +0.6% | +143.8% | +127.9% |
| 5Y | -0.2% | -26.4% | +26.2% | +2.0% |
| 10Y | +9.1% | -34.2% | +43.3% | +5.6% |
| All | +298.2% | +533.9% | -235.7% | +112.9% |
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