-26.6%
ALK vs TW
+291.9%
-318.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +12.9% | +3.1% | +9.8% | +12.1% |
| 30D | +5.5% | +16.7% | -11.2% | +1.6% |
| 3M | -12.1% | +25.2% | -37.3% | -16.9% |
| 6M | +1.7% | +19.5% | -17.7% | -3.6% |
| YTD | -17.4% | +21.0% | -38.4% | -22.7% |
| 1Y | -1.9% | +19.0% | -20.9% | -7.8% |
| 3Y | +21.2% | +40.7% | -19.4% | +5.9% |
| 5Y | -27.8% | +40.1% | -68.0% | -38.4% |
| All | -26.6% | +291.9% | -318.5% | -53.9% |
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