-38.6%
ALK vs WTW
+197.9%
-236.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | -3.1% | -7.8% | +4.7% | +1.4% |
| 30D | -17.1% | -7.9% | -9.2% | -13.3% |
| 3M | -3.8% | +19.9% | -23.7% | -14.1% |
| 6M | -5.3% | +9.8% | -15.1% | -12.0% |
| YTD | -20.3% | -3.3% | -16.9% | -20.7% |
| 1Y | -36.0% | -3.3% | -32.7% | -36.4% |
| 3Y | +0.8% | +61.5% | -60.8% | -28.7% |
| 5Y | -28.5% | +42.6% | -71.1% | -46.1% |
| All | -38.6% | +197.9% | -236.5% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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