+452.3%
EWT vs ALK
-45.9%
+498.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +9.1% | -1.2% | +10.3% | +9.4% |
| 30D | -12.2% | +7.7% | -19.9% | -13.8% |
| 3M | -9.4% | -19.0% | +9.6% | -5.6% |
| 6M | +2.7% | -0.2% | +2.9% | +1.8% |
| YTD | +53.3% | -23.5% | +76.8% | +59.2% |
| 1Y | +59.2% | -9.1% | +68.3% | +59.3% |
| 3Y | +157.1% | +12.0% | +145.1% | +137.8% |
| 5Y | +119.6% | -30.9% | +150.5% | +119.7% |
| All | +452.3% | -45.9% | +498.2% | +429.5% |
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