+146.1%
EWT vs BBWI
-69.5%
+215.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.3% |
| 7D | -1.1% | -8.0% | +6.9% | +0.1% |
| 30D | +4.8% | -6.6% | +11.4% | +5.5% |
| 3M | +11.1% | -2.7% | +13.8% | +10.8% |
| 6M | +54.6% | -12.8% | +67.4% | +55.8% |
| YTD | +71.4% | -10.5% | +81.9% | +71.3% |
| 1Y | +82.1% | -35.3% | +117.4% | +90.2% |
| 3Y | +193.2% | -47.7% | +241.0% | +206.8% |
| 5Y | +146.1% | -68.9% | +215.0% | +174.8% |
| All | +146.1% | -69.5% | +215.6% | +174.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling