+594.1%
EWT vs ALK
+570.8%
+23.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.5% |
| 7D | +4.0% | -0.7% | +4.6% | +4.1% |
| 30D | +10.3% | -19.2% | +29.5% | +15.6% |
| 3M | +6.1% | -1.5% | +7.6% | +5.9% |
| 6M | +56.6% | -13.1% | +69.7% | +59.7% |
| YTD | +76.6% | -16.4% | +93.0% | +80.9% |
| 1Y | +97.9% | -33.1% | +130.9% | +112.0% |
| 3Y | +198.0% | +0.6% | +197.4% | +180.7% |
| 5Y | +151.8% | -26.4% | +178.1% | +149.0% |
| 10Y | +514.1% | -34.2% | +548.3% | +465.1% |
| All | +594.1% | +570.8% | +23.3% | +170.0% |
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