+549.6%
EWT vs ALM
+3,551.9%
-3,002.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | +0.1% |
| 7D | +9.1% | +1.2% | +7.9% | +9.1% |
| 30D | -12.2% | -19.3% | +7.1% | -12.2% |
| 3M | -9.4% | -40.6% | +31.2% | -9.3% |
| 6M | +2.7% | -57.9% | +60.6% | +2.9% |
| YTD | +53.3% | -6.7% | +60.0% | +53.4% |
| 1Y | +59.2% | +20.2% | +39.0% | +59.1% |
| 3Y | +157.1% | +879.4% | -722.4% | +155.8% |
| 5Y | +119.6% | +415.3% | -295.7% | +118.6% |
| 10Y | +446.9% | +2,100.8% | -1,653.9% | +442.9% |
| All | +549.6% | +3,551.9% | -3,002.3% | +541.9% |
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