+427.8%
EWT vs ALK
-39.7%
+467.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -3.7% | +12.9% | -16.6% | -6.1% |
| 30D | -17.2% | +5.5% | -22.7% | -18.3% |
| 3M | -7.3% | -12.1% | +4.8% | -5.1% |
| 6M | -1.5% | +1.7% | -3.2% | -2.7% |
| YTD | +49.0% | -17.4% | +66.4% | +52.3% |
| 1Y | +50.6% | -1.9% | +52.6% | +48.3% |
| 3Y | +148.9% | +21.2% | +127.6% | +126.5% |
| 5Y | +116.1% | -27.8% | +143.9% | +114.0% |
| 10Y | +427.8% | -41.0% | +468.9% | +402.2% |
| All | +427.8% | -39.7% | +467.6% | +402.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling