+169.5%
EWT vs AS
+120.4%
+49.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.2% |
| 7D | +4.0% | -4.9% | +8.9% | +4.9% |
| 30D | +10.3% | -19.6% | +29.9% | +14.9% |
| 3M | +6.1% | -14.4% | +20.5% | +8.9% |
| 6M | +56.6% | -20.1% | +76.8% | +62.3% |
| YTD | +76.6% | -20.9% | +97.5% | +82.9% |
| 1Y | +97.9% | -21.9% | +119.7% | +104.7% |
| All | +169.5% | +120.4% | +49.1% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling