+140.7%
EWT vs AS
+131.9%
+8.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.4% | +8.3% | +6.3% |
| 7D | +3.2% | -3.0% | +6.2% | +3.9% |
| 30D | -12.3% | +9.6% | -21.9% | -13.9% |
| 3M | -3.6% | -8.2% | +4.6% | -2.3% |
| 6M | +3.1% | -9.9% | +13.0% | +4.7% |
| YTD | +57.7% | -16.8% | +74.5% | +61.5% |
| 1Y | +60.3% | +3.0% | +57.3% | +58.0% |
| All | +140.7% | +131.9% | +8.7% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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