-14.6%
EW vs ALK
-34.8%
+20.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +11.0% | +9.0% | +2.0% | +9.3% |
| 30D | +19.1% | -1.6% | +20.7% | +19.2% |
| 3M | +14.4% | -23.2% | +37.5% | +19.2% |
| 6M | +22.8% | -3.9% | +26.6% | +22.1% |
| YTD | +19.8% | -22.6% | +42.4% | +22.7% |
| 1Y | +23.9% | -5.3% | +29.2% | +21.9% |
| 3Y | +52.2% | +18.6% | +33.6% | +32.4% |
| All | -14.6% | -34.8% | +20.2% | -10.4% |
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