+55.2%
EWT vs ALLY
+4.2%
+50.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -2.3% |
| 7D | -10.9% | +2.4% | -13.3% | -11.5% |
| 30D | -17.7% | +5.6% | -23.3% | -19.0% |
| 3M | -5.0% | -11.7% | +6.7% | -1.4% |
| 6M | +7.4% | -7.0% | +14.4% | +9.5% |
| YTD | +52.8% | -10.4% | +63.3% | +56.5% |
| 1Y | +55.2% | +2.4% | +52.8% | +50.3% |
| All | +55.2% | +4.2% | +50.9% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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