-8.2%
EW vs ALK
-31.3%
+23.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | +4.9% | -1.2% | +6.1% | +5.1% |
| 30D | +23.9% | +7.7% | +16.2% | +22.1% |
| 3M | +15.8% | -19.0% | +34.8% | +19.5% |
| 6M | +31.7% | -0.2% | +31.9% | +29.9% |
| YTD | +25.7% | -23.5% | +49.2% | +28.9% |
| 1Y | +24.4% | -9.1% | +33.6% | +23.3% |
| 3Y | +65.9% | +12.0% | +53.8% | +46.7% |
| All | -8.2% | -31.3% | +23.2% | -5.3% |
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