+648.3%
EWT vs ALM
+7,705.7%
-7,057.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | +4.0% | -2.6% | +6.6% | +4.0% |
| 30D | +10.3% | +32.0% | -21.7% | +10.2% |
| 3M | +6.1% | -15.0% | +21.1% | +6.1% |
| 6M | +56.6% | -10.1% | +66.8% | +56.6% |
| YTD | +76.6% | +99.4% | -22.9% | +76.2% |
| 1Y | +97.9% | +316.4% | -218.5% | +97.1% |
| 3Y | +198.0% | +2,022.0% | -1,824.0% | +195.7% |
| 5Y | +151.8% | +941.2% | -789.4% | +150.0% |
| 10Y | +514.1% | +2,950.3% | -2,436.2% | +508.3% |
| All | +648.3% | +7,705.7% | -7,057.4% | +637.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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