+130.0%
EWP vs VT
+363.9%
-233.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +1.8% |
| 7D | +3.9% | -0.3% | +4.2% | +4.3% |
| 30D | +0.8% | -1.4% | +2.3% | +2.5% |
| 3M | -4.8% | -1.4% | -3.4% | -3.3% |
| 6M | +9.3% | +5.5% | +3.9% | +2.8% |
| YTD | +11.3% | +12.8% | -1.5% | -2.9% |
| 1Y | +22.3% | +15.4% | +6.9% | +3.9% |
| 3Y | +133.8% | +76.9% | +57.0% | +20.3% |
| 5Y | +146.3% | +60.4% | +85.9% | +40.8% |
| 10Y | +205.4% | +232.8% | -27.4% | -28.1% |
| All | +130.0% | +363.9% | -233.9% | -61.8% |
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