+185.7%
WEC vs ALK
-37.5%
+223.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | +0.5% |
| 7D | +0.2% | +8.9% | -8.7% | -0.6% |
| 30D | +12.9% | +5.9% | +7.0% | +12.2% |
| 3M | +9.8% | -16.5% | +26.3% | +11.2% |
| 6M | +6.7% | +2.1% | +4.6% | +5.9% |
| YTD | +14.0% | -17.1% | +31.1% | +14.6% |
| 1Y | +7.3% | -2.9% | +10.2% | +6.2% |
| 3Y | +63.8% | +24.5% | +39.3% | +54.1% |
| 5Y | +54.8% | -29.1% | +83.9% | +52.8% |
| 10Y | +185.7% | -39.1% | +224.8% | +150.8% |
| All | +185.7% | -37.5% | +223.2% | +150.8% |
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