+516.4%
EWT vs AR
-29.4%
+545.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.7% |
| 7D | +3.2% | +2.1% | +1.1% | +3.1% |
| 30D | -12.3% | +4.5% | -16.8% | -12.7% |
| 3M | -3.6% | +1.0% | -4.6% | -3.8% |
| 6M | +3.1% | +4.4% | -1.3% | +2.4% |
| YTD | +57.7% | +10.9% | +46.8% | +55.4% |
| 1Y | +60.3% | +8.6% | +51.7% | +58.1% |
| 3Y | +163.4% | +48.5% | +114.9% | +151.1% |
| 5Y | +127.4% | +95.7% | +31.7% | +109.5% |
| 10Y | +462.7% | +55.5% | +407.2% | +414.3% |
| All | +516.4% | -29.4% | +545.9% | +504.1% |
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