+154.2%
EWT vs AUR
-36.7%
+190.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +4.8% | -8.9% | +13.7% | +5.5% |
| 3M | +11.1% | +4.6% | +6.5% | +10.5% |
| 6M | +54.6% | +44.9% | +9.8% | +49.0% |
| YTD | +71.4% | +64.8% | +6.6% | +63.1% |
| 1Y | +82.1% | +16.4% | +65.7% | +77.6% |
| 3Y | +193.2% | +85.1% | +108.1% | +161.7% |
| 5Y | +146.1% | -36.1% | +182.2% | +112.8% |
| All | +154.2% | -36.7% | +190.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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