+50.3%
EW vs ALK
+15.2%
+35.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | +6.8% | +7.1% | -0.3% | +5.9% |
| 30D | +16.6% | -3.0% | +19.6% | +16.8% |
| 3M | +13.3% | -25.6% | +39.0% | +16.7% |
| 6M | +21.6% | +0.5% | +21.1% | +20.6% |
| YTD | +18.3% | -23.1% | +41.3% | +19.9% |
| 1Y | +21.7% | -7.5% | +29.3% | +21.0% |
| All | +50.3% | +15.2% | +35.0% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling