-39.6%
WU vs ALK
-39.2%
-0.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -4.9% | -3.0% | -2.0% | -4.3% |
| 30D | -1.3% | -14.6% | +13.3% | +2.2% |
| 3M | -3.6% | -10.6% | +7.0% | -1.8% |
| 6M | -24.3% | -6.7% | -17.6% | -24.5% |
| YTD | -21.1% | -19.8% | -1.3% | -19.0% |
| 1Y | -10.3% | -35.2% | +24.9% | -3.7% |
| 3Y | -28.4% | +1.4% | -29.7% | -34.3% |
| 5Y | -51.2% | -30.7% | -20.6% | -51.8% |
| 10Y | -39.6% | -37.4% | -2.3% | -47.2% |
| All | -39.6% | -39.2% | -0.4% | -47.2% |
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