-0.1%
SW vs ALK
-28.8%
+28.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.8% | -4.7% | +1.0% |
| 7D | +12.1% | +12.4% | -0.4% | +7.4% |
| 30D | +6.6% | +2.1% | +4.5% | +5.4% |
| 3M | -6.0% | -23.9% | +17.9% | +2.8% |
| 6M | +21.5% | +8.2% | +13.2% | +17.7% |
| YTD | +20.3% | -20.5% | +40.8% | +26.6% |
| 1Y | +28.1% | -1.0% | +29.2% | +25.4% |
| 3Y | +51.6% | +19.2% | +32.4% | +35.9% |
| 5Y | -0.1% | -28.2% | +28.1% | -2.9% |
| All | -0.1% | -28.8% | +28.7% | -2.9% |
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