+36.3%
ITW vs ALK
-28.9%
+65.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | -9.4% | -18.5% | +9.0% | -5.3% |
| 3M | +7.1% | -3.6% | +10.7% | +7.2% |
| 6M | -1.9% | -3.7% | +1.8% | -2.6% |
| YTD | +10.4% | -19.0% | +29.5% | +13.5% |
| 1Y | +3.3% | -36.0% | +39.3% | +11.7% |
| 3Y | +21.0% | +2.3% | +18.7% | +11.0% |
| 5Y | +36.3% | -27.8% | +64.1% | +31.4% |
| All | +36.3% | -28.9% | +65.2% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling