+271.2%
EW vs ALK
-45.9%
+317.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.6% |
| 7D | +4.9% | -1.2% | +6.1% | +5.1% |
| 30D | +23.9% | +7.7% | +16.2% | +21.8% |
| 3M | +15.8% | -19.0% | +34.8% | +20.2% |
| 6M | +31.7% | -0.2% | +31.9% | +29.8% |
| YTD | +25.7% | -23.5% | +49.2% | +29.4% |
| 1Y | +24.4% | -9.1% | +33.6% | +23.3% |
| 3Y | +65.9% | +12.0% | +53.8% | +48.8% |
| 5Y | -7.6% | -30.9% | +23.2% | -8.6% |
| All | +271.2% | -45.9% | +317.1% | +238.7% |
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