-42.1%
WU vs ALK
-34.8%
-7.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | +11.7% | +9.0% | +2.6% | +9.6% |
| 30D | +12.6% | -1.6% | +14.2% | +12.7% |
| 3M | -0.5% | -23.2% | +22.7% | +4.5% |
| 6M | -18.2% | -3.9% | -14.3% | -18.5% |
| YTD | -19.0% | -22.6% | +3.6% | -16.5% |
| 1Y | -16.7% | -5.3% | -11.4% | -18.2% |
| 3Y | -21.0% | +18.6% | -39.6% | -32.7% |
| All | -42.1% | -34.8% | -7.4% | -41.6% |
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