+22.3%
WM vs ALK
-4.4%
+26.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.1% |
| 7D | +4.5% | +7.1% | -2.6% | +4.7% |
| 30D | +16.1% | -3.0% | +19.0% | +15.7% |
| 3M | +8.0% | -25.6% | +33.7% | +6.5% |
| 6M | +8.4% | +0.5% | +7.9% | +8.4% |
| YTD | +11.2% | -23.1% | +34.3% | +11.1% |
| 1Y | +22.3% | -7.5% | +29.9% | +22.0% |
| All | +22.3% | -4.4% | +26.7% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling