+452.3%
EWT vs ALB
+32.4%
+419.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +9.1% | -5.8% | +14.9% | +10.3% |
| 30D | -12.2% | -4.5% | -7.7% | -11.6% |
| 3M | -9.4% | -28.1% | +18.7% | -4.1% |
| 6M | +2.7% | -53.2% | +55.8% | +17.5% |
| YTD | +53.3% | -33.3% | +86.6% | +62.2% |
| 1Y | +59.2% | -17.4% | +76.6% | +61.4% |
| 3Y | +157.1% | -14.1% | +171.2% | +141.7% |
| 5Y | +119.6% | -64.0% | +183.6% | +136.9% |
| All | +452.3% | +32.4% | +419.9% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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