+3,978.4%
WEC vs ALK
+839.9%
+3,138.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -1.3% | -19.2% | +17.9% | +0.5% |
| 3M | -3.9% | -1.5% | -2.4% | -4.1% |
| 6M | -8.3% | -13.1% | +4.7% | -7.9% |
| YTD | +3.1% | -16.4% | +19.5% | +3.7% |
| 1Y | +1.9% | -33.1% | +35.0% | +4.3% |
| 3Y | +41.9% | +0.6% | +41.3% | +37.5% |
| 5Y | +30.8% | -26.4% | +57.2% | +28.9% |
| 10Y | +141.9% | -34.2% | +176.1% | +129.7% |
| All | +3,978.4% | +839.9% | +3,138.5% | +2,609.2% |
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