-12.4%
EW vs ALK
-28.6%
+16.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +9.3% | +12.9% | -3.7% | +6.9% |
| 30D | +22.1% | +5.5% | +16.5% | +20.6% |
| 3M | +13.0% | -12.1% | +25.1% | +15.1% |
| 6M | +30.1% | +1.7% | +28.4% | +28.1% |
| YTD | +22.0% | -17.4% | +39.4% | +23.5% |
| 1Y | +23.7% | -1.9% | +25.6% | +21.0% |
| 3Y | +62.0% | +21.2% | +40.7% | +41.3% |
| 5Y | -12.4% | -27.8% | +15.4% | -9.6% |
| All | -12.4% | -28.6% | +16.2% | -9.6% |
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