-22.7%
WU vs ALK
+384.7%
-407.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -1.9% |
| 7D | +9.1% | +8.9% | +0.2% | +6.8% |
| 30D | +12.1% | +5.9% | +6.1% | +10.3% |
| 3M | +0.3% | -16.5% | +16.9% | +4.0% |
| 6M | -19.1% | +2.1% | -21.2% | -20.7% |
| YTD | -19.2% | -17.1% | -2.1% | -18.0% |
| 1Y | -15.3% | -2.9% | -12.4% | -17.3% |
| 3Y | -21.3% | +24.5% | -45.8% | -30.9% |
| 5Y | -41.7% | -29.1% | -12.5% | -42.5% |
| 10Y | -36.0% | -39.1% | +3.1% | -40.5% |
| All | -22.7% | +384.7% | -407.4% | -62.0% |
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