+126.0%
EWT vs BAH
+7.6%
+118.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.6% | +6.4% | +5.8% |
| 7D | +3.2% | -1.6% | +4.8% | +3.2% |
| 30D | -12.3% | +18.0% | -30.3% | -12.8% |
| 3M | -3.6% | +11.4% | -15.0% | -3.9% |
| 6M | +3.1% | +17.7% | -14.6% | +2.7% |
| YTD | +57.7% | +5.4% | +52.3% | +57.6% |
| 1Y | +60.3% | +2.8% | +57.5% | +60.4% |
| 3Y | +163.4% | -26.7% | +190.0% | +167.3% |
| All | +126.0% | +7.6% | +118.3% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling