+451.6%
EWT vs ECL
+192.9%
+258.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | +13.2% | -0.5% | +13.7% | +13.5% |
| 30D | -14.3% | +6.6% | -20.9% | -16.1% |
| 3M | -8.4% | +9.6% | -18.0% | -11.4% |
| 6M | +3.7% | +21.6% | -17.9% | -3.7% |
| YTD | +53.1% | +16.9% | +36.2% | +44.0% |
| 1Y | +55.5% | +17.9% | +37.6% | +45.7% |
| 3Y | +155.6% | +76.5% | +79.2% | +105.0% |
| 5Y | +119.3% | +36.6% | +82.7% | +89.4% |
| All | +451.6% | +192.9% | +258.7% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling