+7,232.4%
EW vs ALK
+491.0%
+6,741.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.0% |
| 7D | +6.8% | +7.1% | -0.3% | +5.5% |
| 30D | +16.6% | -3.0% | +19.6% | +17.0% |
| 3M | +13.3% | -25.6% | +39.0% | +18.5% |
| 6M | +21.6% | +0.5% | +21.1% | +20.2% |
| YTD | +18.3% | -23.1% | +41.3% | +21.2% |
| 1Y | +21.7% | -7.5% | +29.3% | +20.7% |
| 3Y | +50.3% | +15.3% | +35.0% | +38.9% |
| 5Y | -15.0% | -34.8% | +19.8% | -14.6% |
| 10Y | +237.5% | -41.2% | +278.6% | +222.3% |
| All | +7,232.4% | +491.0% | +6,741.3% | +4,325.7% |
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