+586.2%
EWT vs AZO
+10,991.1%
-10,404.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -1.1% | -3.6% | +2.4% | -0.1% |
| 30D | +4.5% | -5.6% | +10.0% | +6.1% |
| 3M | +8.3% | -6.6% | +14.9% | +9.6% |
| 6M | +54.2% | -22.5% | +76.7% | +64.2% |
| YTD | +74.6% | -15.2% | +89.8% | +80.6% |
| 1Y | +84.9% | -33.9% | +118.8% | +105.1% |
| 3Y | +197.5% | +11.8% | +185.7% | +176.8% |
| 5Y | +150.6% | +85.5% | +65.1% | +94.6% |
| 10Y | +516.1% | +298.2% | +217.9% | +254.4% |
| All | +586.2% | +10,991.1% | -10,404.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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