-30.7%
ALK vs WTW
+45.2%
-75.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | +0.7% |
| 7D | -3.0% | -7.1% | +4.2% | +0.4% |
| 30D | -14.6% | -8.5% | -6.1% | -11.1% |
| 3M | -10.6% | +20.6% | -31.1% | -18.8% |
| 6M | -6.7% | +7.2% | -13.9% | -10.8% |
| YTD | -19.8% | -3.9% | -15.9% | -19.2% |
| 1Y | -35.2% | -3.6% | -31.6% | -34.9% |
| 3Y | +1.4% | +60.7% | -59.3% | -25.0% |
| 5Y | -30.7% | +42.2% | -72.8% | -48.6% |
| All | -30.7% | +45.2% | -75.9% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling