+216.9%
EWT vs BAM
+78.0%
+138.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.6% |
| 7D | +4.0% | -2.0% | +5.9% | +4.7% |
| 30D | +10.3% | -2.9% | +13.2% | +11.3% |
| 3M | +6.1% | +9.4% | -3.3% | +2.2% |
| 6M | +56.6% | +10.8% | +45.9% | +49.9% |
| YTD | +76.6% | -0.4% | +77.0% | +75.1% |
| 1Y | +97.9% | -10.9% | +108.7% | +103.8% |
| 3Y | +198.0% | +61.3% | +136.7% | +147.5% |
| All | +216.9% | +78.0% | +138.9% | +154.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling