+126.0%
EWT vs STLA
-72.5%
+198.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.5% | +9.3% | +6.7% |
| 7D | +3.2% | -11.6% | +14.8% | +6.4% |
| 30D | -12.3% | -6.2% | -6.2% | -11.2% |
| 3M | -3.6% | -24.6% | +21.0% | +2.5% |
| 6M | +3.1% | -44.9% | +48.0% | +18.4% |
| YTD | +57.7% | -62.3% | +120.0% | +95.6% |
| 1Y | +60.3% | -61.8% | +122.1% | +97.5% |
| 3Y | +163.4% | -75.3% | +238.7% | +251.5% |
| All | +126.0% | -72.5% | +198.4% | +175.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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