+573.9%
EWT vs BDX
+1,178.8%
-604.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -1.9% |
| 7D | -1.1% | -5.4% | +4.3% | +0.7% |
| 30D | +4.8% | -2.2% | +7.0% | +5.5% |
| 3M | +11.1% | +20.1% | -8.9% | +3.8% |
| 6M | +54.6% | +9.1% | +45.6% | +48.8% |
| YTD | +71.4% | +17.9% | +53.6% | +60.3% |
| 1Y | +82.1% | +22.1% | +60.0% | +67.8% |
| 3Y | +193.2% | -10.5% | +203.8% | +194.9% |
| 5Y | +146.1% | -2.6% | +148.7% | +136.4% |
| 10Y | +505.0% | +57.5% | +447.5% | +363.9% |
| All | +573.9% | +1,178.8% | -604.8% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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