+527.0%
ALK vs WTW
+1,181.4%
-654.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.4% |
| 7D | -1.2% | +2.0% | -3.2% | -2.2% |
| 30D | +7.7% | +12.9% | -5.2% | +1.4% |
| 3M | -19.0% | +0.7% | -19.7% | -19.5% |
| 6M | -0.2% | +39.5% | -39.7% | -16.3% |
| YTD | -23.5% | +3.1% | -26.6% | -26.5% |
| 1Y | -9.1% | +4.8% | -13.9% | -13.4% |
| 3Y | +12.0% | +42.9% | -30.9% | -9.2% |
| 5Y | -30.9% | +55.3% | -86.1% | -46.8% |
| 10Y | -45.6% | +217.2% | -262.7% | -70.4% |
| All | +527.0% | +1,181.4% | -654.5% | +225.8% |
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