+147.8%
SW vs ALK
-34.2%
+182.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.9% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -4.6% | -19.2% | +14.6% | +0.1% |
| 3M | +9.4% | -1.5% | +10.9% | +9.8% |
| 6M | +3.5% | -13.1% | +16.6% | +6.0% |
| YTD | +22.0% | -16.4% | +38.5% | +25.5% |
| 1Y | +2.2% | -33.1% | +35.3% | +9.4% |
| 3Y | +19.6% | +0.6% | +19.0% | +16.7% |
| 5Y | -2.3% | -26.4% | +24.1% | -1.7% |
| All | +147.8% | -34.2% | +182.0% | +155.0% |
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