+451.1%
WST vs ALK
-39.7%
+490.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.4% | +12.9% | -11.6% | -0.2% |
| 30D | +12.7% | +5.5% | +7.2% | +11.8% |
| 3M | +17.2% | -12.1% | +29.3% | +18.6% |
| 6M | +26.7% | +1.7% | +24.9% | +25.3% |
| YTD | +50.3% | -17.4% | +67.7% | +51.7% |
| 1Y | +50.2% | -1.9% | +52.2% | +48.3% |
| 3Y | +21.7% | +21.2% | +0.5% | +14.6% |
| 5Y | +2.0% | -27.8% | +29.8% | +0.5% |
| 10Y | +451.1% | -41.0% | +492.1% | +438.7% |
| All | +451.1% | -39.7% | +490.8% | +438.7% |
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