+322.5%
WST vs ALK
-35.2%
+357.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.0% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -3.1% | -19.2% | +16.1% | -0.6% |
| 3M | +7.2% | -1.5% | +8.7% | +6.9% |
| 6M | +36.8% | -13.1% | +49.9% | +37.9% |
| YTD | +23.8% | -16.4% | +40.3% | +25.2% |
| 1Y | +37.8% | -33.1% | +70.8% | +42.6% |
| 3Y | -15.9% | +0.6% | -16.5% | -18.9% |
| 5Y | -25.8% | -26.4% | +0.6% | -27.0% |
| All | +322.5% | -35.2% | +357.7% | +295.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling