-36.8%
ALK vs BWA
+150.8%
-187.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.2% | 0.0% |
| 7D | -0.7% | +5.7% | -6.3% | -3.8% |
| 30D | -19.2% | +1.4% | -20.6% | -20.2% |
| 3M | -1.5% | -12.1% | +10.6% | +4.9% |
| 6M | -13.1% | +28.6% | -41.6% | -26.0% |
| YTD | -16.4% | +51.1% | -67.5% | -37.3% |
| 1Y | -33.1% | +55.9% | -88.9% | -51.0% |
| 3Y | +0.6% | +70.1% | -69.5% | -32.7% |
| 5Y | -26.4% | +90.7% | -117.1% | -55.6% |
| All | -36.8% | +150.8% | -187.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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