+101.4%
EWT vs PL
+28.1%
+73.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +10.4% | -6.5% | +2.8% |
| 7D | -11.7% | -6.8% | -4.9% | -11.1% |
| 30D | -23.2% | -29.3% | +6.1% | -20.5% |
| 3M | -12.5% | -44.8% | +32.3% | -7.3% |
| 6M | -5.9% | -68.4% | +62.5% | +4.3% |
| YTD | +40.5% | -36.4% | +76.8% | +44.1% |
| 1Y | +43.7% | +0.7% | +43.0% | +40.1% |
| 3Y | +136.6% | +455.3% | -318.7% | +82.1% |
| 5Y | +105.1% | +22.7% | +82.4% | +69.9% |
| All | +101.4% | +28.1% | +73.3% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling