+12.0%
ALK vs NWSA
+32.6%
-20.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.1% | -3.0% |
| 7D | -1.2% | +2.2% | -3.4% | -2.4% |
| 30D | +7.7% | -8.8% | +16.5% | +13.1% |
| 3M | -19.0% | -6.5% | -12.5% | -16.5% |
| 6M | -0.2% | +1.5% | -1.7% | -3.3% |
| YTD | -23.5% | +4.0% | -27.5% | -28.1% |
| 1Y | -9.1% | +3.4% | -12.6% | -14.1% |
| 3Y | +12.0% | +34.8% | -22.8% | -9.9% |
| All | +12.0% | +32.6% | -20.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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