+189.7%
SW vs ALK
-38.7%
+228.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.8% | -4.7% | +2.0% |
| 7D | +12.1% | +12.4% | -0.4% | +8.9% |
| 30D | +6.6% | +2.1% | +4.5% | +5.8% |
| 3M | -6.0% | -23.9% | +17.9% | -0.3% |
| 6M | +21.5% | +8.2% | +13.2% | +19.2% |
| YTD | +20.3% | -20.5% | +40.8% | +24.9% |
| 1Y | +28.1% | -1.0% | +29.2% | +27.1% |
| 3Y | +51.6% | +19.2% | +32.4% | +44.1% |
| 5Y | -0.1% | -28.2% | +28.1% | +1.2% |
| 10Y | +189.7% | -39.2% | +228.9% | +185.7% |
| All | +189.7% | -38.7% | +228.4% | +185.7% |
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