+97.9%
EWT vs BAX
+9.9%
+87.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.8% |
| 7D | +4.0% | -1.1% | +5.1% | +4.1% |
| 30D | +10.3% | -5.5% | +15.8% | +10.9% |
| 3M | +6.1% | +33.5% | -27.5% | +2.4% |
| 6M | +56.6% | +35.9% | +20.8% | +49.2% |
| YTD | +76.6% | +35.4% | +41.2% | +67.8% |
| 1Y | +97.9% | +9.8% | +88.1% | +93.8% |
| All | +97.9% | +9.9% | +87.9% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling