+485.8%
EWT vs ALB
+1,317.9%
-832.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.2% |
| 7D | -3.7% | +5.3% | -8.9% | -5.3% |
| 30D | -17.2% | -6.3% | -10.9% | -15.8% |
| 3M | -7.3% | -27.4% | +20.1% | +0.8% |
| 6M | -1.5% | -53.1% | +51.6% | +21.1% |
| YTD | +49.0% | -32.3% | +81.3% | +61.2% |
| 1Y | +50.6% | -7.3% | +57.9% | +47.5% |
| 3Y | +148.9% | -14.9% | +163.8% | +124.4% |
| 5Y | +116.1% | -62.0% | +178.1% | +134.8% |
| 10Y | +427.8% | +33.0% | +394.8% | +212.1% |
| All | +485.8% | +1,317.9% | -832.1% | +28.2% |
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