+506.3%
EWT vs ALLY
+95.5%
+410.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | -17.2% | +1.1% | -18.3% | -17.4% |
| 3M | -7.3% | -13.2% | +5.8% | -4.1% |
| 6M | -1.5% | -13.5% | +12.0% | +1.9% |
| YTD | +49.0% | -14.3% | +63.3% | +54.0% |
| 1Y | +50.6% | -1.1% | +51.8% | +50.1% |
| 3Y | +148.9% | +62.0% | +86.9% | +115.3% |
| 5Y | +116.1% | -9.6% | +125.7% | +108.5% |
| 10Y | +427.8% | +176.0% | +251.9% | +260.0% |
| All | +506.3% | +95.5% | +410.8% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling