+97.9%
EWT vs BAH
-28.2%
+126.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +1.8% |
| 7D | +4.0% | -3.2% | +7.2% | +3.8% |
| 30D | +10.3% | +2.0% | +8.3% | +10.5% |
| 3M | +6.1% | -7.6% | +13.7% | +7.0% |
| 6M | +56.6% | -5.7% | +62.3% | +57.8% |
| YTD | +76.6% | -11.7% | +88.3% | +78.0% |
| 1Y | +97.9% | -27.4% | +125.2% | +101.5% |
| All | +97.9% | -28.2% | +126.1% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling