-45.3%
BBWI vs ALK
-39.7%
-5.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -4.2% | +12.9% | -17.2% | -10.2% |
| 30D | +24.9% | +5.5% | +19.3% | +20.8% |
| 3M | +13.2% | -12.1% | +25.3% | +19.4% |
| 6M | +12.1% | +1.7% | +10.4% | +8.5% |
| YTD | +11.1% | -17.4% | +28.5% | +16.7% |
| 1Y | +0.7% | -1.9% | +2.6% | -4.0% |
| 3Y | -23.8% | +21.2% | -45.0% | -41.4% |
| 5Y | -66.9% | -27.8% | -39.1% | -66.5% |
| 10Y | -45.3% | -41.0% | -4.3% | -55.3% |
| All | -45.3% | -39.7% | -5.6% | -55.3% |
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