+594.1%
EWT vs ECL
+2,013.2%
-1,419.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +4.0% | -2.6% | +6.6% | +5.3% |
| 30D | +10.3% | -2.2% | +12.5% | +11.3% |
| 3M | +6.1% | +10.1% | -4.0% | +0.4% |
| 6M | +56.6% | -5.7% | +62.4% | +59.8% |
| YTD | +76.6% | +7.0% | +69.6% | +69.1% |
| 1Y | +97.9% | +2.7% | +95.2% | +92.5% |
| 3Y | +198.0% | +57.7% | +140.3% | +129.9% |
| 5Y | +151.8% | +31.1% | +120.6% | +107.1% |
| 10Y | +514.1% | +150.9% | +363.3% | +226.9% |
| All | +594.1% | +2,013.2% | -1,419.1% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling