+528.7%
WDC vs ALK
-34.8%
+563.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.7% |
| 7D | -28.0% | +9.0% | -37.0% | -30.6% |
| 30D | -34.9% | -1.6% | -33.3% | -34.9% |
| 3M | -41.6% | -23.2% | -18.4% | -36.2% |
| 6M | -45.4% | -3.9% | -41.5% | -46.1% |
| YTD | +53.3% | -22.6% | +75.9% | +62.9% |
| 1Y | +61.5% | -5.3% | +66.9% | +58.9% |
| 3Y | +712.3% | +18.6% | +693.8% | +543.0% |
| All | +528.7% | -34.8% | +563.5% | +526.3% |
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