+452.3%
EWT vs BBWI
-47.4%
+499.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | -12.2% | +12.9% | -25.1% | -13.6% |
| 3M | -9.4% | +16.0% | -25.4% | -11.6% |
| 6M | +2.7% | +16.6% | -14.0% | -0.3% |
| YTD | +53.3% | +9.7% | +43.5% | +49.0% |
| 1Y | +59.2% | +1.5% | +57.7% | +55.3% |
| 3Y | +157.1% | -21.4% | +178.4% | +153.7% |
| 5Y | +119.6% | -67.6% | +187.2% | +134.9% |
| All | +452.3% | -47.4% | +499.7% | +387.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling