+792.0%
EWT vs STLA
+168.9%
+623.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.5% | +9.3% | +6.5% |
| 7D | +3.2% | -11.6% | +14.8% | +5.6% |
| 30D | -12.3% | -6.2% | -6.2% | -11.5% |
| 3M | -3.6% | -24.6% | +21.0% | +1.0% |
| 6M | +3.1% | -44.9% | +48.0% | +14.4% |
| YTD | +57.7% | -62.3% | +120.0% | +85.3% |
| 1Y | +60.3% | -61.8% | +122.1% | +87.5% |
| 3Y | +163.4% | -75.3% | +238.7% | +225.7% |
| 5Y | +127.4% | -72.5% | +200.0% | +170.8% |
| 10Y | +462.7% | +0.8% | +461.9% | +437.9% |
| All | +792.0% | +168.9% | +623.1% | +715.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling