+488.5%
EWT vs AR
-32.9%
+521.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +7.1% |
| 7D | -5.0% | -10.5% | +5.6% | -4.1% |
| 30D | -16.3% | +1.3% | -17.6% | -16.4% |
| 3M | -7.2% | +4.8% | -12.0% | -7.7% |
| 6M | -0.5% | +1.2% | -1.6% | -0.9% |
| YTD | +50.6% | +5.5% | +45.0% | +48.9% |
| 1Y | +54.8% | +8.1% | +46.8% | +52.7% |
| 3Y | +155.5% | +38.8% | +116.6% | +144.9% |
| 5Y | +116.4% | +78.8% | +37.6% | +100.6% |
| 10Y | +421.4% | +46.4% | +375.0% | +379.0% |
| All | +488.5% | -32.9% | +521.3% | +479.0% |
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