+388.8%
EWT vs ALC
+24.0%
+364.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.6% |
| 7D | +4.0% | -2.1% | +6.1% | +4.7% |
| 30D | +10.3% | -0.1% | +10.4% | +10.1% |
| 3M | +6.1% | +5.9% | +0.2% | +3.3% |
| 6M | +56.6% | -15.9% | +72.6% | +65.1% |
| YTD | +76.6% | -10.1% | +86.7% | +81.3% |
| 1Y | +97.9% | -10.2% | +108.1% | +102.7% |
| 3Y | +198.0% | -13.6% | +211.5% | +204.7% |
| 5Y | +151.8% | -15.1% | +166.9% | +154.3% |
| All | +388.8% | +24.0% | +364.8% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling