+55.2%
EWT vs AR
+14.7%
+40.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -2.0% |
| 7D | -10.9% | -11.1% | +0.2% | -12.2% |
| 30D | -17.7% | +7.9% | -25.6% | -16.7% |
| 3M | -5.0% | +4.9% | -9.9% | -3.9% |
| 6M | +7.4% | -5.3% | +12.7% | +8.5% |
| YTD | +52.8% | +8.6% | +44.2% | +52.9% |
| 1Y | +55.2% | +13.7% | +41.5% | +54.4% |
| All | +55.2% | +14.7% | +40.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling