+126.0%
EWT vs ALL
+157.4%
-31.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.8% |
| 7D | +3.2% | -2.6% | +5.8% | +3.2% |
| 30D | -12.3% | +12.7% | -25.0% | -12.3% |
| 3M | -3.6% | +0.4% | -4.0% | -3.5% |
| 6M | +3.1% | +23.8% | -20.7% | +2.0% |
| YTD | +57.7% | +27.8% | +29.9% | +55.4% |
| 1Y | +60.3% | +28.9% | +31.4% | +57.7% |
| 3Y | +163.4% | +113.9% | +49.5% | +141.3% |
| All | +126.0% | +157.4% | -31.5% | +100.4% |
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