+300.4%
EWL price history and return analytics
+360.7%
-60.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.0% |
| 7D | -2.5% | -0.7% | -1.8% | -2.1% |
| 30D | +9.1% | -1.7% | +10.8% | +10.4% |
| 3M | +1.3% | -2.3% | +3.6% | +3.1% |
| 6M | +7.3% | +1.5% | +5.8% | +5.7% |
| YTD | +10.1% | +12.0% | -1.9% | +0.2% |
| 1Y | +14.5% | +12.9% | +1.6% | +3.5% |
| 3Y | +59.5% | +74.9% | -15.5% | +0.1% |
| 5Y | +41.1% | +59.9% | -18.8% | -5.3% |
| 10Y | +171.7% | +224.6% | -53.0% | +0.1% |
| All | +300.4% | +360.7% | -60.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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