+156.4%
EWT vs ALC
-15.6%
+172.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +1.6% | -3.7% | +5.3% | +2.8% |
| 30D | +8.2% | -3.7% | +11.9% | +9.3% |
| 3M | +11.1% | +4.6% | +6.5% | +8.8% |
| 6M | +60.4% | -14.6% | +75.0% | +67.9% |
| YTD | +75.6% | -11.9% | +87.4% | +81.4% |
| 1Y | +91.3% | -13.1% | +104.5% | +98.2% |
| 3Y | +200.3% | -15.0% | +215.3% | +209.0% |
| 5Y | +156.4% | -16.2% | +172.6% | +157.8% |
| All | +156.4% | -15.6% | +172.0% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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