+14,250.0%
WST vs ALK
+765.2%
+13,484.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.5% |
| 7D | -5.8% | +7.1% | -12.9% | -6.8% |
| 30D | +5.3% | -3.0% | +8.3% | +5.6% |
| 3M | +11.8% | -25.6% | +37.5% | +16.3% |
| 6M | +26.7% | +0.5% | +26.2% | +25.3% |
| YTD | +43.0% | -23.1% | +66.0% | +46.1% |
| 1Y | +38.9% | -7.5% | +46.4% | +37.9% |
| 3Y | +18.2% | +15.3% | +2.8% | +10.6% |
| 5Y | -1.5% | -34.8% | +33.3% | -1.0% |
| 10Y | +439.0% | -41.2% | +480.1% | +411.3% |
| All | +14,250.0% | +765.2% | +13,484.8% | +7,944.7% |
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 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