-39.1%
ALK vs BWA
+101.5%
-140.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.4% | +1.7% | +4.0% |
| 7D | +8.9% | -0.6% | +9.5% | +9.1% |
| 30D | +5.9% | -16.1% | +22.0% | +16.9% |
| 3M | -16.5% | -24.6% | +8.1% | -2.6% |
| 6M | +2.1% | -15.7% | +17.8% | +10.0% |
| YTD | -17.1% | +15.1% | -32.2% | -27.8% |
| 1Y | -2.9% | +15.9% | -18.7% | -15.8% |
| 3Y | +24.5% | +67.1% | -42.6% | -16.7% |
| 5Y | -29.1% | +34.7% | -63.9% | -47.9% |
| 10Y | -39.1% | +99.5% | -138.6% | -65.2% |
| All | -39.1% | +101.5% | -140.6% | -65.2% |
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