+336.4%
WM vs ALK
-41.7%
+378.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | +1.2% | +9.0% | -7.8% | +0.1% |
| 30D | +13.1% | -1.6% | +14.7% | +13.1% |
| 3M | +3.6% | -23.2% | +26.8% | +6.5% |
| 6M | +8.1% | -3.9% | +12.0% | +7.5% |
| YTD | +8.9% | -22.6% | +31.5% | +10.5% |
| 1Y | +20.3% | -5.3% | +25.7% | +18.5% |
| 3Y | +46.2% | +18.6% | +27.6% | +33.9% |
| 5Y | +59.9% | -34.4% | +94.3% | +58.3% |
| All | +336.4% | -41.7% | +378.1% | +296.3% |
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 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