+1,221.5%
WDC vs ALK
-35.2%
+1,256.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.5% | +4.3% | +5.2% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | -10.0% | -19.2% | +9.3% | -1.7% |
| 3M | -18.8% | -1.5% | -17.2% | -19.4% |
| 6M | +79.0% | -13.1% | +92.1% | +84.7% |
| YTD | +171.6% | -16.4% | +188.0% | +184.6% |
| 1Y | +417.4% | -33.1% | +450.5% | +487.4% |
| 3Y | +1,251.8% | +0.6% | +1,251.2% | +1,088.0% |
| 5Y | +911.7% | -26.4% | +938.1% | +903.8% |
| All | +1,221.5% | -35.2% | +1,256.7% | +1,105.1% |
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