+91.3%
EWT vs PL
+131.1%
-39.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +1.6% | -7.5% | +9.2% | +2.4% |
| 30D | +8.2% | -25.6% | +33.8% | +11.6% |
| 3M | +11.1% | -45.6% | +56.7% | +17.2% |
| 6M | +60.4% | -29.5% | +90.0% | +67.3% |
| YTD | +75.6% | -9.7% | +85.3% | +80.4% |
| 1Y | +91.3% | +84.4% | +6.9% | +98.3% |
| All | +91.3% | +131.1% | -39.8% | +98.3% |
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