+502.5%
EWT vs BB
-10.4%
+513.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +9.1% | +1.8% | +7.3% | +8.9% |
| 30D | -12.2% | +8.1% | -20.4% | -13.3% |
| 3M | -9.4% | -1.0% | -8.4% | -9.7% |
| 6M | +2.7% | +45.9% | -43.2% | -3.9% |
| YTD | +53.3% | +134.8% | -81.5% | +33.5% |
| 1Y | +59.2% | +104.6% | -45.4% | +41.0% |
| 3Y | +157.1% | +152.8% | +4.3% | +112.9% |
| 5Y | +119.6% | -17.4% | +137.1% | +104.9% |
| 10Y | +446.9% | +22.4% | +424.5% | +313.9% |
| All | +502.5% | -10.4% | +513.0% | +246.4% |
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