+594.1%
EWT vs BBWI
+247.6%
+346.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.2% |
| 7D | +4.0% | +1.5% | +2.5% | +3.6% |
| 30D | +10.3% | -5.2% | +15.5% | +11.1% |
| 3M | +6.1% | +11.1% | -5.0% | +2.6% |
| 6M | +56.6% | -13.4% | +70.0% | +58.5% |
| YTD | +76.6% | +0.1% | +76.5% | +72.1% |
| 1Y | +97.9% | -36.1% | +134.0% | +110.1% |
| 3Y | +198.0% | -44.1% | +242.1% | +211.7% |
| 5Y | +151.8% | -66.2% | +218.0% | +182.1% |
| 10Y | +514.1% | -54.8% | +568.9% | +444.3% |
| All | +594.1% | +247.6% | +346.5% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling