+755.0%
SW vs ALK
+896.8%
-141.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.1% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -4.6% | -19.2% | +14.6% | -2.2% |
| 3M | +9.4% | -1.5% | +10.9% | +9.7% |
| 6M | +3.5% | -13.1% | +16.6% | +4.8% |
| YTD | +22.0% | -16.4% | +38.5% | +23.9% |
| 1Y | +2.2% | -33.1% | +35.3% | +5.7% |
| 3Y | +19.6% | +0.6% | +19.0% | +18.8% |
| 5Y | -2.3% | -26.4% | +24.1% | -1.8% |
| 10Y | +181.4% | -34.2% | +215.5% | +176.0% |
| All | +755.0% | +896.8% | -141.8% | +758.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling