+119.3%
EWT vs ROL
+13.5%
+105.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.9% |
| 7D | +13.2% | -1.7% | +14.9% | +13.3% |
| 30D | -14.3% | +18.5% | -32.8% | -15.3% |
| 3M | -8.4% | +4.3% | -12.8% | -8.5% |
| 6M | +3.7% | -27.7% | +31.4% | +7.8% |
| YTD | +53.1% | -35.8% | +88.9% | +61.5% |
| 1Y | +55.5% | -34.1% | +89.6% | +63.4% |
| 3Y | +155.6% | +2.9% | +152.7% | +148.0% |
| 5Y | +119.3% | +12.7% | +106.6% | +100.4% |
| All | +119.3% | +13.5% | +105.8% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling