+200.3%
EWT vs ALK
+1.7%
+198.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +8.2% | -18.5% | +26.7% | +13.2% |
| 3M | +11.1% | -3.6% | +14.6% | +11.4% |
| 6M | +60.4% | -3.7% | +64.1% | +59.6% |
| YTD | +75.6% | -19.0% | +94.6% | +80.3% |
| 1Y | +91.3% | -36.0% | +127.3% | +105.3% |
| 3Y | +200.3% | +2.3% | +197.9% | +172.6% |
| All | +200.3% | +1.7% | +198.6% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling