-22.0%
WY vs ALK
+4.2%
-26.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -1.7% | -0.7% | -1.1% | -1.6% |
| 30D | -10.1% | -19.2% | +9.1% | -6.5% |
| 3M | -5.1% | -1.5% | -3.6% | -5.3% |
| 6M | -4.8% | -13.1% | +8.3% | -3.4% |
| YTD | -0.2% | -16.4% | +16.2% | +1.5% |
| 1Y | -6.6% | -33.1% | +26.4% | -1.1% |
| All | -22.0% | +4.2% | -26.2% | -31.6% |
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 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