+520.8%
EWT vs ALK
-39.2%
+560.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.1% | -3.0% | +5.1% | +2.8% |
| 30D | +9.4% | -14.6% | +24.0% | +13.0% |
| 3M | +10.9% | -10.6% | +21.4% | +13.0% |
| 6M | +57.9% | -6.7% | +64.6% | +58.5% |
| YTD | +75.9% | -19.8% | +95.7% | +81.3% |
| 1Y | +89.7% | -35.2% | +124.9% | +103.3% |
| 3Y | +200.9% | +1.4% | +199.5% | +184.3% |
| 5Y | +154.5% | -30.7% | +185.2% | +154.2% |
| 10Y | +520.8% | -37.4% | +558.2% | +470.7% |
| All | +520.8% | -39.2% | +560.0% | +470.7% |
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 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