+767.0%
EWT vs STLA
+150.0%
+617.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | +9.1% | -13.8% | +22.9% | +12.1% |
| 30D | -12.2% | -10.5% | -1.7% | -10.6% |
| 3M | -9.4% | -28.9% | +19.5% | -4.0% |
| 6M | +2.7% | -49.7% | +52.4% | +15.9% |
| YTD | +53.3% | -64.9% | +118.2% | +82.6% |
| 1Y | +59.2% | -64.0% | +123.2% | +88.3% |
| 3Y | +157.1% | -77.4% | +234.5% | +223.3% |
| 5Y | +119.6% | -74.4% | +194.0% | +165.0% |
| 10Y | +446.9% | -6.4% | +453.3% | +430.0% |
| All | +767.0% | +150.0% | +617.1% | +703.6% |
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