+154.5%
EWT vs APA
+177.1%
-22.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.1% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +9.4% | +9.3% | +0.1% | +8.2% |
| 3M | +10.9% | +23.3% | -12.5% | +7.7% |
| 6M | +57.9% | +39.5% | +18.5% | +49.1% |
| YTD | +75.9% | +87.6% | -11.7% | +58.0% |
| 1Y | +89.7% | +114.2% | -24.5% | +66.0% |
| 3Y | +200.9% | +13.6% | +187.3% | +181.8% |
| 5Y | +154.5% | +175.6% | -21.1% | +99.4% |
| All | +154.5% | +177.1% | -22.6% | +99.4% |
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