-20.5%
WY vs ALK
-28.9%
+8.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -10.5% | -18.5% | +8.0% | -6.0% |
| 3M | -4.9% | -3.6% | -1.3% | -4.8% |
| 6M | -4.9% | -3.7% | -1.2% | -5.6% |
| YTD | -1.7% | -19.0% | +17.3% | +1.3% |
| 1Y | -9.4% | -36.0% | +26.7% | -1.0% |
| 3Y | -22.3% | +2.3% | -24.6% | -31.0% |
| 5Y | -20.5% | -27.8% | +7.2% | -23.5% |
| All | -20.5% | -28.9% | +8.3% | -23.5% |
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