+502.6%
EWT vs BAH
+207.1%
+295.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.8% | -7.4% | -3.1% |
| 7D | -1.1% | +2.4% | -3.5% | -1.4% |
| 30D | +4.8% | -2.9% | +7.7% | +5.1% |
| 3M | +11.1% | -1.3% | +12.5% | +11.1% |
| 6M | +54.6% | -0.9% | +55.5% | +54.0% |
| YTD | +71.4% | -8.2% | +79.7% | +71.8% |
| 1Y | +82.1% | -24.0% | +106.1% | +87.5% |
| 3Y | +193.2% | -28.1% | +221.3% | +196.1% |
| 5Y | +146.1% | +2.5% | +143.6% | +127.2% |
| All | +502.6% | +207.1% | +295.5% | +363.5% |
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 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