-8.8%
EW vs ALK
-31.3%
+22.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.8% |
| 7D | +4.9% | +0.9% | +4.0% | +4.7% |
| 30D | +24.1% | +3.3% | +20.8% | +23.1% |
| 3M | +13.7% | -17.6% | +31.3% | +17.1% |
| 6M | +32.7% | +0.8% | +31.9% | +30.8% |
| YTD | +24.1% | -22.4% | +46.5% | +26.9% |
| 1Y | +23.6% | -10.1% | +33.7% | +22.8% |
| 3Y | +64.8% | +14.0% | +50.8% | +45.2% |
| 5Y | -8.8% | -29.8% | +21.0% | -6.1% |
| All | -8.8% | -31.3% | +22.5% | -6.1% |
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 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