+63.3%
WM vs ALK
-33.9%
+97.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.3% |
| 7D | +4.5% | +7.1% | -2.6% | +4.2% |
| 30D | +16.1% | -3.0% | +19.0% | +16.1% |
| 3M | +8.0% | -25.6% | +33.7% | +9.2% |
| 6M | +8.4% | +0.5% | +7.9% | +7.8% |
| YTD | +11.2% | -23.1% | +34.3% | +12.0% |
| 1Y | +22.3% | -7.5% | +29.9% | +21.5% |
| 3Y | +50.2% | +15.3% | +34.9% | +43.3% |
| 5Y | +63.3% | -34.8% | +98.1% | +64.4% |
| All | +63.3% | -33.9% | +97.2% | +64.4% |
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