+146.1%
EWT vs ALL
+113.6%
+32.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | +4.8% | -3.6% | +8.4% | +4.8% |
| 3M | +11.1% | +13.2% | -2.1% | +10.2% |
| 6M | +54.6% | +22.5% | +32.1% | +52.2% |
| YTD | +71.4% | +22.7% | +48.7% | +68.5% |
| 1Y | +82.1% | +28.3% | +53.8% | +78.0% |
| 3Y | +193.2% | +152.0% | +41.2% | +158.8% |
| 5Y | +146.1% | +115.4% | +30.7% | +125.9% |
| All | +146.1% | +113.6% | +32.5% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling