+239.8%
EW vs ALK
-37.5%
+277.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +1.1% |
| 7D | +12.3% | +8.9% | +3.4% | +10.3% |
| 30D | +22.9% | +5.9% | +16.9% | +21.2% |
| 3M | +16.7% | -16.5% | +33.2% | +20.4% |
| 6M | +31.0% | +2.1% | +28.8% | +28.6% |
| YTD | +22.8% | -17.1% | +39.9% | +24.5% |
| 1Y | +25.6% | -2.9% | +28.4% | +22.9% |
| 3Y | +62.0% | +24.5% | +37.5% | +42.3% |
| 5Y | -12.8% | -29.1% | +16.3% | -13.9% |
| 10Y | +239.8% | -39.1% | +278.9% | +221.2% |
| All | +239.8% | -37.5% | +277.2% | +221.2% |
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