+148.9%
EWT vs ALB
-13.3%
+162.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.3% |
| 7D | -3.7% | +5.3% | -8.9% | -4.6% |
| 30D | -17.2% | -6.3% | -10.9% | -16.4% |
| 3M | -7.3% | -27.4% | +20.1% | -2.8% |
| 6M | -1.5% | -53.1% | +51.6% | +10.4% |
| YTD | +49.0% | -32.3% | +81.3% | +56.3% |
| 1Y | +50.6% | -7.3% | +57.9% | +50.1% |
| 3Y | +148.9% | -14.9% | +163.8% | +132.6% |
| All | +148.9% | -13.3% | +162.2% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling