-46.0%
BBWI vs ALK
-41.4%
-4.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | -7.7% | +2.6% | -10.3% | -9.0% |
| 30D | +24.8% | +7.8% | +17.0% | +19.5% |
| 3M | +16.2% | -15.2% | +31.5% | +24.9% |
| 6M | +15.8% | +5.0% | +10.8% | +10.3% |
| YTD | +11.4% | -18.4% | +29.9% | +17.8% |
| 1Y | +3.2% | -2.4% | +5.6% | -1.4% |
| 3Y | -23.5% | +19.8% | -43.3% | -40.9% |
| 5Y | -67.4% | -27.8% | -39.6% | -67.0% |
| 10Y | -46.0% | -42.0% | -4.0% | -55.4% |
| All | -46.0% | -41.4% | -4.6% | -55.4% |
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