+6,438.2%
EW vs ALK
+542.1%
+5,896.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -0.3% | -0.7% | +0.3% | -0.3% |
| 30D | +1.0% | -19.2% | +20.3% | +4.5% |
| 3M | +2.8% | -1.5% | +4.3% | +2.5% |
| 6M | +5.5% | -13.1% | +18.5% | +6.6% |
| YTD | +5.5% | -16.4% | +21.9% | +6.9% |
| 1Y | +11.0% | -33.1% | +44.1% | +16.3% |
| 3Y | +17.7% | +0.6% | +17.1% | +11.6% |
| 5Y | -25.7% | -26.4% | +0.6% | -26.8% |
| 10Y | +132.8% | -34.2% | +167.0% | +119.0% |
| All | +6,438.2% | +542.1% | +5,896.1% | +3,803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling