+675.6%
EWT vs BAH
+886.2%
-210.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.1% |
| 7D | +4.0% | -3.2% | +7.2% | +4.5% |
| 30D | +10.3% | +2.0% | +8.3% | +9.9% |
| 3M | +6.1% | -7.6% | +13.7% | +7.1% |
| 6M | +56.6% | -5.7% | +62.3% | +56.9% |
| YTD | +76.6% | -11.7% | +88.3% | +77.9% |
| 1Y | +97.9% | -27.4% | +125.2% | +105.9% |
| 3Y | +198.0% | -32.5% | +230.5% | +206.0% |
| 5Y | +151.8% | -3.3% | +155.1% | +135.2% |
| 10Y | +514.1% | +186.0% | +328.1% | +338.9% |
| All | +675.6% | +886.2% | -210.6% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling