-25.4%
WST vs ALK
-25.3%
-0.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.1% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -3.1% | -19.2% | +16.1% | +0.1% |
| 3M | +7.2% | -1.5% | +8.7% | +6.8% |
| 6M | +36.8% | -13.1% | +49.9% | +38.1% |
| YTD | +23.8% | -16.4% | +40.3% | +25.5% |
| 1Y | +37.8% | -33.1% | +70.8% | +44.2% |
| 3Y | -15.9% | +0.6% | -16.5% | -21.0% |
| All | -25.4% | -25.3% | -0.2% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling