+195.3%
ITW vs ALK
-41.4%
+236.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.6% |
| 7D | -1.6% | +2.6% | -4.2% | -2.3% |
| 30D | +8.9% | +7.8% | +1.1% | +6.3% |
| 3M | -0.9% | -15.2% | +14.4% | +3.1% |
| 6M | +16.0% | +5.0% | +10.9% | +12.4% |
| YTD | +19.4% | -18.4% | +37.9% | +22.5% |
| 1Y | +20.7% | -2.4% | +23.1% | +17.1% |
| 3Y | +33.4% | +19.8% | +13.7% | +14.6% |
| 5Y | +39.1% | -27.8% | +66.9% | +36.0% |
| 10Y | +195.3% | -42.0% | +237.2% | +169.2% |
| All | +195.3% | -41.4% | +236.7% | +169.2% |
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