+452.2%
EWT vs ALK
+521.4%
-69.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.8% |
| 7D | -11.7% | +9.0% | -20.8% | -13.6% |
| 30D | -23.2% | -1.6% | -21.6% | -23.2% |
| 3M | -12.5% | -23.2% | +10.7% | -7.5% |
| 6M | -5.9% | -3.9% | -2.0% | -6.1% |
| YTD | +40.5% | -22.6% | +63.1% | +46.0% |
| 1Y | +43.7% | -5.3% | +49.1% | +42.3% |
| 3Y | +136.6% | +18.6% | +118.1% | +114.3% |
| 5Y | +105.1% | -34.4% | +139.5% | +108.1% |
| 10Y | +387.0% | -40.8% | +427.7% | +358.0% |
| All | +452.2% | +521.4% | -69.2% | +117.9% |
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