-54.6%
BBWI vs ALK
-35.2%
-19.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.1% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | -5.2% | -19.2% | +14.0% | +5.1% |
| 3M | +11.1% | -1.5% | +12.6% | +10.1% |
| 6M | -13.4% | -13.1% | -0.3% | -9.7% |
| YTD | +0.1% | -16.4% | +16.5% | +5.2% |
| 1Y | -36.1% | -33.1% | -3.1% | -25.4% |
| 3Y | -44.1% | +0.6% | -44.7% | -51.7% |
| 5Y | -66.2% | -26.4% | -39.9% | -66.1% |
| All | -54.6% | -35.2% | -19.4% | -62.7% |
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