+155.5%
EWT vs BAM
+93.4%
+62.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.3% | +4.9% | +6.2% |
| 7D | -5.0% | +5.3% | -10.2% | -6.8% |
| 30D | -16.3% | +18.1% | -34.4% | -21.9% |
| 3M | -7.2% | +4.2% | -11.4% | -9.0% |
| 6M | -0.5% | +11.1% | -11.6% | -5.3% |
| YTD | +50.6% | +6.6% | +44.0% | +44.9% |
| 1Y | +54.8% | +6.2% | +48.6% | +49.1% |
| 3Y | +155.5% | +95.0% | +60.5% | +88.5% |
| All | +155.5% | +93.4% | +62.1% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling