+188.6%
ITW vs ALK
-39.2%
+227.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -1.9% | -3.0% | +1.1% | -1.1% |
| 30D | -10.4% | -14.6% | +4.2% | -6.5% |
| 3M | +3.5% | -10.6% | +14.1% | +5.9% |
| 6M | -3.4% | -6.7% | +3.3% | -3.4% |
| YTD | +8.5% | -19.8% | +28.3% | +12.3% |
| 1Y | +3.2% | -35.2% | +38.4% | +12.9% |
| 3Y | +18.9% | +1.4% | +17.5% | +7.9% |
| 5Y | +35.0% | -30.7% | +65.7% | +33.8% |
| 10Y | +188.6% | -37.4% | +226.0% | +155.1% |
| All | +188.6% | -39.2% | +227.9% | +155.1% |
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