+153.0%
EWT vs PL
+82.7%
+70.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.0% |
| 7D | +4.0% | -9.3% | +13.3% | +4.9% |
| 30D | +10.3% | -18.9% | +29.2% | +12.5% |
| 3M | +6.1% | -58.4% | +64.5% | +14.7% |
| 6M | +56.6% | -30.3% | +86.9% | +59.8% |
| YTD | +76.6% | -8.1% | +84.7% | +74.7% |
| 1Y | +97.9% | +180.5% | -82.6% | +72.6% |
| 3Y | +198.0% | +444.1% | -246.2% | +128.6% |
| All | +153.0% | +82.7% | +70.3% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling