+58.0%
ALK vs NWSA
+98.2%
-40.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | +9.0% | -9.4% | +18.4% | +14.8% |
| 30D | -1.6% | -7.8% | +6.1% | +2.5% |
| 3M | -23.2% | -10.8% | -12.4% | -18.7% |
| 6M | -3.9% | +1.1% | -4.9% | -6.0% |
| YTD | -22.6% | +1.8% | -24.4% | -25.5% |
| 1Y | -5.3% | +6.0% | -11.3% | -11.0% |
| 3Y | +18.6% | +24.6% | -6.0% | +2.3% |
| 5Y | -34.4% | +13.1% | -47.5% | -41.7% |
| 10Y | -40.8% | +148.5% | -189.3% | -66.5% |
| All | +58.0% | +98.2% | -40.2% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling