+119.0%
EWT vs ECL
+38.6%
+80.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | +9.1% | +2.9% | +6.3% | +8.2% |
| 30D | -12.2% | +7.5% | -19.7% | -14.1% |
| 3M | -9.4% | +12.2% | -21.7% | -12.7% |
| 6M | +2.7% | +24.6% | -21.9% | -5.0% |
| YTD | +53.3% | +18.8% | +34.5% | +44.2% |
| 1Y | +59.2% | +19.3% | +39.8% | +49.3% |
| 3Y | +157.1% | +78.2% | +78.9% | +108.2% |
| All | +119.0% | +38.6% | +80.4% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling