+653.4%
WDC vs ALK
-37.5%
+690.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.1% | +2.8% | +6.9% |
| 7D | -14.4% | +8.9% | -23.3% | -17.5% |
| 30D | -27.1% | +5.9% | -33.0% | -29.3% |
| 3M | -33.3% | -16.5% | -16.7% | -29.0% |
| 6M | -39.6% | +2.1% | -41.7% | -42.0% |
| YTD | +68.4% | -17.1% | +85.5% | +75.2% |
| 1Y | +78.2% | -2.9% | +81.0% | +72.8% |
| 3Y | +772.0% | +24.5% | +747.5% | +587.2% |
| 5Y | +584.9% | -29.1% | +614.0% | +586.2% |
| 10Y | +653.4% | -39.1% | +692.6% | +550.4% |
| All | +653.4% | -37.5% | +690.9% | +550.4% |
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