+452.3%
EWT vs BAH
+198.8%
+253.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +9.1% | +1.7% | +7.4% | +8.9% |
| 30D | -12.2% | +20.8% | -33.0% | -14.2% |
| 3M | -9.4% | +11.6% | -21.0% | -10.7% |
| 6M | +2.7% | +23.1% | -20.4% | -0.3% |
| YTD | +53.3% | +5.3% | +48.0% | +50.9% |
| 1Y | +59.2% | +6.1% | +53.0% | +56.3% |
| 3Y | +157.1% | -27.5% | +184.6% | +162.1% |
| 5Y | +119.6% | +6.2% | +113.4% | +103.9% |
| All | +452.3% | +198.8% | +253.5% | +318.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling