+648.4%
GWW vs ALK
-39.7%
+688.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +5.5% | +12.9% | -7.4% | +2.7% |
| 30D | +14.4% | +5.5% | +8.9% | +12.7% |
| 3M | +13.7% | -12.1% | +25.8% | +16.4% |
| 6M | +20.1% | +1.7% | +18.4% | +17.5% |
| YTD | +47.1% | -17.4% | +64.5% | +49.4% |
| 1Y | +56.2% | -1.9% | +58.2% | +52.0% |
| 3Y | +90.5% | +21.2% | +69.3% | +67.5% |
| 5Y | +221.2% | -27.8% | +249.0% | +214.3% |
| 10Y | +648.4% | -41.0% | +689.4% | +605.0% |
| All | +648.4% | -39.7% | +688.1% | +605.0% |
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 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