+520.8%
EWT vs AR
+43.0%
+477.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +9.4% | +5.5% | +3.8% | +8.9% |
| 3M | +10.9% | +12.9% | -2.0% | +9.7% |
| 6M | +57.9% | +0.1% | +57.9% | +57.4% |
| YTD | +75.9% | +13.5% | +62.4% | +73.3% |
| 1Y | +89.7% | +21.6% | +68.1% | +85.6% |
| 3Y | +200.9% | +46.0% | +154.9% | +188.0% |
| 5Y | +154.5% | +143.7% | +10.8% | +132.7% |
| 10Y | +520.8% | +44.3% | +476.5% | +509.9% |
| All | +520.8% | +43.0% | +477.7% | +509.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling