+84.9%
EWT vs BAX
-0.4%
+85.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | -1.1% | -7.9% | +6.7% | -0.4% |
| 30D | +4.5% | -11.7% | +16.1% | +5.6% |
| 3M | +8.3% | +16.2% | -7.9% | +6.1% |
| 6M | +54.2% | +32.0% | +22.3% | +47.2% |
| YTD | +74.6% | +24.7% | +49.9% | +67.1% |
| 1Y | +84.9% | -2.6% | +87.5% | +84.1% |
| All | +84.9% | -0.4% | +85.3% | +84.1% |
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