+26,336.4%
WM vs ALK
+839.9%
+25,496.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.4% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | -2.4% | -19.2% | +16.9% | +0.5% |
| 3M | +0.4% | -1.5% | +1.9% | 0.0% |
| 6M | -9.5% | -13.1% | +3.6% | -9.0% |
| YTD | +0.5% | -16.4% | +16.9% | +1.2% |
| 1Y | -1.1% | -33.1% | +32.0% | +2.5% |
| 3Y | +46.0% | +0.6% | +45.4% | +38.1% |
| 5Y | +51.8% | -26.4% | +78.2% | +47.5% |
| 10Y | +307.5% | -34.2% | +341.7% | +277.4% |
| All | +26,336.4% | +839.9% | +25,496.5% | +13,059.0% |
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 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