+1,235.5%
EWT vs BG
+1,192.5%
+43.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | -1.1% | +3.7% | -4.8% | -2.1% |
| 30D | +4.8% | +12.3% | -7.6% | +1.5% |
| 3M | +11.1% | -2.2% | +13.4% | +11.2% |
| 6M | +54.6% | +5.3% | +49.3% | +51.3% |
| YTD | +71.4% | +42.4% | +29.0% | +54.8% |
| 1Y | +82.1% | +55.2% | +26.9% | +60.0% |
| 3Y | +193.2% | +21.0% | +172.3% | +170.2% |
| 5Y | +146.1% | +87.1% | +59.0% | +96.0% |
| 10Y | +505.0% | +169.8% | +335.2% | +306.7% |
| All | +1,235.5% | +1,192.5% | +43.0% | +526.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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