+101.1%
WMB vs ALK
+15.2%
+85.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -5.2% |
| 7D | -14.2% | +7.1% | -21.2% | -14.6% |
| 30D | -11.2% | -3.0% | -8.3% | -11.1% |
| 3M | -9.9% | -25.6% | +15.8% | -8.1% |
| 6M | -14.4% | +0.5% | -14.8% | -15.0% |
| YTD | +9.2% | -23.1% | +32.3% | +10.8% |
| 1Y | +15.1% | -7.5% | +22.6% | +14.0% |
| All | +101.1% | +15.2% | +85.8% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling