+55.2%
EWT vs PL
-0.6%
+55.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -0.5% |
| 7D | -10.9% | -11.7% | +0.8% | -9.6% |
| 30D | -17.7% | -27.1% | +9.4% | -14.8% |
| 3M | -5.0% | -44.6% | +39.6% | +1.0% |
| 6M | +7.4% | -67.2% | +74.6% | +18.8% |
| YTD | +52.8% | -35.9% | +88.7% | +64.9% |
| 1Y | +55.2% | -0.4% | +55.6% | +66.1% |
| All | +55.2% | -0.6% | +55.8% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling