+179.3%
EWT vs ABCL
-81.0%
+260.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.2% | -2.7% |
| 7D | +13.2% | +4.4% | +8.8% | +12.7% |
| 30D | -14.3% | -7.9% | -6.4% | -13.7% |
| 3M | -8.4% | +12.2% | -20.6% | -9.8% |
| 6M | +3.7% | +134.7% | -131.0% | -6.1% |
| YTD | +53.1% | +239.8% | -186.7% | +33.0% |
| 1Y | +55.5% | +192.7% | -137.2% | +36.7% |
| 3Y | +155.6% | +187.6% | -32.0% | +117.3% |
| 5Y | +119.3% | -22.6% | +142.0% | +96.6% |
| All | +179.3% | -81.0% | +260.3% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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