+452.3%
EWT vs ROL
+221.5%
+230.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.3% |
| 7D | +9.1% | +3.0% | +6.1% | +8.6% |
| 30D | -12.2% | +19.8% | -32.0% | -15.2% |
| 3M | -9.4% | +7.9% | -17.3% | -10.9% |
| 6M | +2.7% | -25.6% | +28.3% | +8.5% |
| YTD | +53.3% | -34.1% | +87.4% | +65.9% |
| 1Y | +59.2% | -31.4% | +90.6% | +70.6% |
| 3Y | +157.1% | +4.7% | +152.4% | +146.0% |
| 5Y | +119.6% | +15.6% | +104.0% | +100.8% |
| All | +452.3% | +221.5% | +230.7% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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