+55.5%
EWT vs ALL
+31.1%
+24.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.7% | -2.1% |
| 7D | +13.2% | 0.0% | +13.3% | +13.4% |
| 30D | -14.3% | +12.8% | -27.1% | -8.8% |
| 3M | -8.4% | +4.7% | -13.1% | -5.8% |
| 6M | +3.7% | +24.9% | -21.2% | +15.1% |
| YTD | +53.1% | +30.0% | +23.1% | +70.3% |
| 1Y | +55.5% | +29.9% | +25.6% | +72.9% |
| All | +55.5% | +31.1% | +24.4% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling