+585.0%
ALK vs WTW
+1,174.9%
-589.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +2.6% |
| 7D | -0.7% | -2.6% | +2.0% | +0.6% |
| 30D | -19.2% | -1.0% | -18.2% | -18.9% |
| 3M | -1.5% | +29.9% | -31.4% | -14.2% |
| 6M | -13.1% | +10.7% | -23.8% | -18.7% |
| YTD | -16.4% | +2.6% | -19.0% | -19.3% |
| 1Y | -33.1% | +2.8% | -35.8% | -35.5% |
| 3Y | +0.6% | +67.3% | -66.7% | -24.9% |
| 5Y | -26.4% | +56.6% | -83.0% | -43.6% |
| 10Y | -34.2% | +204.1% | -238.2% | -63.5% |
| All | +585.0% | +1,174.9% | -589.9% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling