+114.4%
EWT vs AS
+134.9%
-20.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | -11.7% | +6.9% | -18.7% | -12.9% |
| 30D | -23.2% | +16.0% | -39.2% | -25.5% |
| 3M | -12.5% | -12.8% | +0.4% | -10.4% |
| 6M | -5.9% | -15.4% | +9.5% | -3.3% |
| YTD | +40.5% | -15.7% | +56.2% | +43.5% |
| 1Y | +43.7% | +6.1% | +37.7% | +40.9% |
| All | +114.4% | +134.9% | -20.5% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling