+590.1%
EWT vs BB
-20.8%
+610.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | +8.2% | -12.4% | +20.6% | +10.1% |
| 3M | +11.1% | -15.3% | +26.3% | +12.7% |
| 6M | +60.4% | +128.8% | -68.3% | +40.9% |
| YTD | +75.6% | +107.7% | -32.1% | +56.1% |
| 1Y | +91.3% | +103.9% | -12.6% | +69.8% |
| 3Y | +200.3% | +72.6% | +127.7% | +161.9% |
| 5Y | +156.4% | -24.3% | +180.6% | +142.1% |
| 10Y | +495.8% | +3.1% | +492.6% | +363.4% |
| All | +590.1% | -20.8% | +610.9% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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