+175.0%
WWD vs ALK
-34.8%
+209.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | +4.2% | +9.0% | -4.9% | +1.2% |
| 30D | -2.1% | -1.6% | -0.5% | -2.1% |
| 3M | -13.2% | -23.2% | +10.0% | -6.3% |
| 6M | -16.9% | -3.9% | -13.0% | -17.1% |
| YTD | +5.2% | -22.6% | +27.8% | +10.8% |
| 1Y | +20.6% | -5.3% | +25.9% | +19.3% |
| 3Y | +146.3% | +18.6% | +127.7% | +104.2% |
| All | +175.0% | -34.8% | +209.7% | +190.0% |
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 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