+898.8%
EWT vs STLA
+263.8%
+635.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +4.0% | +2.6% | +1.4% | +3.4% |
| 30D | +10.3% | -1.2% | +11.5% | +10.4% |
| 3M | +6.1% | -24.8% | +30.8% | +11.6% |
| 6M | +56.6% | -25.6% | +82.2% | +64.7% |
| YTD | +76.6% | -48.9% | +125.5% | +97.0% |
| 1Y | +97.9% | -38.8% | +136.6% | +111.9% |
| 3Y | +198.0% | -64.5% | +262.5% | +245.5% |
| 5Y | +151.8% | -62.4% | +214.2% | +183.9% |
| 10Y | +514.1% | +55.4% | +458.7% | +448.2% |
| All | +898.8% | +263.8% | +635.0% | +767.0% |
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