+154.5%
EWT vs ROL
-6.0%
+160.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.1% | -3.3% | +5.4% | +2.4% |
| 30D | +9.4% | -7.2% | +16.6% | +10.1% |
| 3M | +10.9% | -27.0% | +37.8% | +14.1% |
| 6M | +57.9% | -39.5% | +97.4% | +66.3% |
| YTD | +75.9% | -41.8% | +117.7% | +86.0% |
| 1Y | +89.7% | -38.9% | +128.6% | +99.0% |
| 3Y | +200.9% | -0.4% | +201.3% | +191.9% |
| 5Y | +154.5% | -4.2% | +158.7% | +138.6% |
| All | +154.5% | -6.0% | +160.5% | +138.6% |
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