+74.4%
EW vs EQX
+226.7%
-152.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.7% | +1.1% |
| 7D | -3.4% | -7.0% | +3.7% | -2.8% |
| 30D | -7.4% | +4.8% | -12.2% | -7.8% |
| 3M | +0.9% | +25.6% | -24.7% | -1.3% |
| 6M | +1.2% | -25.8% | +27.0% | +2.9% |
| YTD | +1.8% | -12.7% | +14.5% | +1.8% |
| 1Y | +10.8% | +14.1% | -3.2% | +8.0% |
| 3Y | +17.1% | +165.7% | -148.6% | +3.6% |
| 5Y | -28.2% | +81.2% | -109.4% | -36.6% |
| All | +74.4% | +226.7% | -152.3% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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