+452.3%
EWT vs ADM
+133.7%
+318.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.5% |
| 7D | +9.1% | +4.2% | +4.9% | +8.1% |
| 30D | -12.2% | -12.8% | +0.6% | -9.5% |
| 3M | -9.4% | -8.5% | -0.9% | -7.9% |
| 6M | +2.7% | -10.9% | +13.6% | +4.9% |
| YTD | +53.3% | +29.4% | +23.9% | +42.9% |
| 1Y | +59.2% | +27.5% | +31.6% | +48.7% |
| 3Y | +157.1% | +10.3% | +146.8% | +143.5% |
| 5Y | +119.6% | +27.4% | +92.3% | +93.5% |
| All | +452.3% | +133.7% | +318.6% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling