+119.0%
EWT vs APA
+94.1%
+24.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | +9.1% | +8.5% | +0.6% | +8.1% |
| 30D | -12.2% | +2.8% | -15.0% | -12.6% |
| 3M | -9.4% | +21.7% | -31.1% | -11.7% |
| 6M | +2.7% | +32.6% | -30.0% | -1.3% |
| YTD | +53.3% | +103.7% | -50.4% | +36.0% |
| 1Y | +59.2% | +101.8% | -42.6% | +41.3% |
| 3Y | +157.1% | +48.1% | +109.0% | +131.2% |
| All | +119.0% | +94.1% | +24.9% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 5y: compounded portfolio wealth divided by compounded APA 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…
5y analysis · Full analysis span regression · 6 months rolling