-32.1%
WY vs ALK
-34.8%
+2.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | +3.1% | +9.0% | -5.9% | +0.9% |
| 30D | +13.0% | -1.6% | +14.6% | +13.2% |
| 3M | -16.8% | -23.2% | +6.4% | -11.7% |
| 6M | -11.2% | -3.9% | -7.3% | -11.5% |
| YTD | -9.1% | -22.6% | +13.5% | -5.6% |
| 1Y | -4.8% | -5.3% | +0.6% | -6.6% |
| 3Y | -25.3% | +18.6% | -43.8% | -37.8% |
| All | -32.1% | -34.8% | +2.6% | -32.2% |
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