-65.9%
BBWI vs ALK
-25.3%
-40.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.2% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | -5.2% | -19.2% | +14.0% | +3.9% |
| 3M | +11.1% | -1.5% | +12.6% | +10.4% |
| 6M | -13.4% | -13.1% | -0.3% | -9.8% |
| YTD | +0.1% | -16.4% | +16.5% | +5.0% |
| 1Y | -36.1% | -33.1% | -3.1% | -26.2% |
| 3Y | -44.1% | +0.6% | -44.7% | -51.1% |
| All | -65.9% | -25.3% | -40.7% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling