+154.0%
EWT vs ALB
-42.2%
+196.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | +1.6% | -4.4% | +6.0% | +2.4% |
| 30D | +8.2% | -1.2% | +9.4% | +8.2% |
| 3M | +11.1% | -13.3% | +24.4% | +13.4% |
| 6M | +60.4% | -19.8% | +80.2% | +64.9% |
| YTD | +75.6% | -7.9% | +83.5% | +75.4% |
| 1Y | +91.3% | +60.2% | +31.2% | +72.0% |
| 3Y | +200.3% | -26.4% | +226.7% | +192.9% |
| All | +154.0% | -42.2% | +196.2% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling