+23.7%
EW vs ALK
-5.3%
+29.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +9.3% | +12.9% | -3.7% | +7.4% |
| 30D | +22.1% | +5.5% | +16.5% | +20.8% |
| 3M | +13.0% | -12.1% | +25.1% | +14.4% |
| 6M | +30.1% | +1.7% | +28.4% | +28.1% |
| YTD | +22.0% | -17.4% | +39.4% | +21.3% |
| 1Y | +23.7% | -1.9% | +25.6% | +19.0% |
| All | +23.7% | -5.3% | +29.0% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling