+164.5%
EWT vs ALL
+113.3%
+51.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.9% |
| 7D | +3.2% | -2.6% | +5.8% | +2.8% |
| 30D | -12.3% | +12.7% | -25.0% | -10.6% |
| 3M | -3.6% | +0.4% | -4.0% | -3.2% |
| 6M | +3.1% | +23.8% | -20.7% | +5.3% |
| YTD | +57.7% | +27.8% | +29.9% | +60.8% |
| 1Y | +60.3% | +28.9% | +31.4% | +63.4% |
| All | +164.5% | +113.3% | +51.2% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling