+1.9%
WY vs ALK
-45.9%
+47.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | +10.1% | +7.7% | +2.4% | +6.9% |
| 3M | -15.4% | -19.0% | +3.6% | -9.5% |
| 6M | -8.3% | -0.2% | -8.1% | -10.3% |
| YTD | -9.8% | -23.5% | +13.7% | -4.9% |
| 1Y | -3.9% | -9.1% | +5.2% | -5.5% |
| 3Y | -23.3% | +12.0% | -35.3% | -37.4% |
| 5Y | -31.2% | -30.9% | -0.4% | -33.2% |
| All | +1.9% | -45.9% | +47.9% | -16.3% |
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