+590.2%
EWT vs AR
-27.2%
+617.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +4.0% | +2.5% | +1.5% | +3.8% |
| 30D | +10.3% | +14.8% | -4.5% | +9.1% |
| 3M | +6.1% | +6.2% | -0.1% | +5.4% |
| 6M | +56.6% | +4.3% | +52.3% | +55.5% |
| YTD | +76.6% | +14.4% | +62.2% | +73.7% |
| 1Y | +97.9% | +21.3% | +76.5% | +93.5% |
| 3Y | +198.0% | +39.8% | +158.2% | +185.4% |
| 5Y | +151.8% | +142.1% | +9.7% | +128.3% |
| 10Y | +514.1% | +52.0% | +462.1% | +463.5% |
| All | +590.2% | -27.2% | +617.4% | +575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling