+501.7%
EWT vs ALB
+1,316.8%
-815.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -2.6% |
| 7D | +13.2% | -3.6% | +16.8% | +14.4% |
| 30D | -14.3% | -2.9% | -11.4% | -13.8% |
| 3M | -8.4% | -25.8% | +17.4% | -1.0% |
| 6M | +3.7% | -53.6% | +57.3% | +27.9% |
| YTD | +53.1% | -32.4% | +85.5% | +65.6% |
| 1Y | +55.5% | -13.0% | +68.5% | +55.4% |
| 3Y | +155.6% | -15.0% | +170.6% | +130.6% |
| 5Y | +119.3% | -63.5% | +182.8% | +141.8% |
| 10Y | +446.2% | +34.7% | +411.5% | +221.3% |
| All | +501.7% | +1,316.8% | -815.0% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling