-43.7%
BBWI vs ALK
-37.5%
-6.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | -1.7% |
| 7D | -6.2% | +8.9% | -15.1% | -10.3% |
| 30D | +25.5% | +5.9% | +19.5% | +21.2% |
| 3M | +8.0% | -16.5% | +24.5% | +17.0% |
| 6M | +12.7% | +2.1% | +10.6% | +8.9% |
| YTD | +11.6% | -17.1% | +28.7% | +17.0% |
| 1Y | -0.9% | -2.9% | +2.0% | -5.1% |
| 3Y | -22.7% | +24.5% | -47.2% | -41.5% |
| 5Y | -67.2% | -29.1% | -38.1% | -66.4% |
| 10Y | -43.7% | -39.1% | -4.6% | -55.2% |
| All | -43.7% | -37.5% | -6.2% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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