-21.0%
WU vs ALK
+16.0%
-37.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +11.7% | +9.0% | +2.6% | +10.1% |
| 30D | +12.6% | -1.6% | +14.2% | +12.7% |
| 3M | -0.5% | -23.2% | +22.7% | +3.1% |
| 6M | -18.2% | -3.9% | -14.3% | -18.3% |
| YTD | -19.0% | -22.6% | +3.6% | -17.1% |
| 1Y | -16.7% | -5.3% | -11.4% | -17.7% |
| 3Y | -21.0% | +18.6% | -39.6% | -27.5% |
| All | -21.0% | +16.0% | -37.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling