+28,817.6%
WM vs ALK
+794.3%
+28,023.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.1% | +0.4% |
| 7D | +5.9% | +12.4% | -6.5% | +4.1% |
| 30D | +15.4% | +2.1% | +13.3% | +14.9% |
| 3M | +6.3% | -23.9% | +30.2% | +10.1% |
| 6M | +5.6% | +8.2% | -2.6% | +3.1% |
| YTD | +9.9% | -20.5% | +30.4% | +11.2% |
| 1Y | +20.8% | -1.0% | +21.9% | +18.1% |
| 3Y | +48.5% | +19.2% | +29.3% | +36.6% |
| 5Y | +60.6% | -28.2% | +88.8% | +56.4% |
| 10Y | +349.8% | -39.2% | +389.0% | +320.7% |
| All | +28,817.6% | +794.3% | +28,023.4% | +14,361.2% |
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