+594.1%
EWT vs ALB
+1,779.9%
-1,185.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +3.2% |
| 7D | +4.0% | -8.1% | +12.0% | +6.4% |
| 30D | +10.3% | +6.3% | +4.0% | +7.9% |
| 3M | +6.1% | -23.6% | +29.7% | +13.9% |
| 6M | +56.6% | -24.6% | +81.2% | +66.8% |
| YTD | +76.6% | -10.3% | +86.8% | +76.9% |
| 1Y | +97.9% | +61.5% | +36.4% | +63.2% |
| 3Y | +198.0% | -34.0% | +232.0% | +194.1% |
| 5Y | +151.8% | -44.6% | +196.3% | +144.0% |
| 10Y | +514.1% | +76.1% | +438.0% | +236.1% |
| All | +594.1% | +1,779.9% | -1,185.8% | +40.7% |
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