-28.0%
ALK vs TW
+211.4%
-239.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.4% |
| 7D | +0.1% | -3.5% | +3.6% | +1.0% |
| 30D | -18.5% | +0.5% | -19.0% | -18.6% |
| 3M | -3.6% | +4.9% | -8.5% | -5.5% |
| 6M | -3.7% | -17.1% | +13.4% | +0.2% |
| YTD | -19.0% | -3.9% | -15.2% | -19.7% |
| 1Y | -36.0% | -13.3% | -22.8% | -34.6% |
| 3Y | +2.3% | +20.9% | -18.6% | -7.8% |
| 5Y | -27.8% | +20.5% | -48.3% | -36.4% |
| All | -28.0% | +211.4% | -239.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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