+155.5%
EWT vs ALLY
+61.3%
+94.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.2% | +6.9% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -16.3% | +3.4% | -19.8% | -17.2% |
| 3M | -7.2% | -11.1% | +3.8% | -4.2% |
| 6M | -0.5% | -11.5% | +11.0% | +2.8% |
| YTD | +50.6% | -12.3% | +62.9% | +55.3% |
| 1Y | +54.8% | +1.1% | +53.7% | +53.1% |
| 3Y | +155.5% | +64.8% | +90.7% | +126.8% |
| All | +155.5% | +61.3% | +94.2% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling