+926.5%
EWT vs BIDU
+1,302.3%
-375.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | +0.9% |
| 7D | +1.6% | -2.4% | +4.1% | +2.1% |
| 30D | +8.2% | -15.6% | +23.8% | +11.8% |
| 3M | +11.1% | -22.3% | +33.4% | +16.6% |
| 6M | +60.4% | -22.3% | +82.7% | +67.9% |
| YTD | +75.6% | -29.2% | +104.7% | +86.5% |
| 1Y | +91.3% | -14.8% | +106.1% | +93.9% |
| 3Y | +200.3% | -31.8% | +232.1% | +210.0% |
| 5Y | +156.4% | -43.1% | +199.5% | +158.1% |
| 10Y | +495.8% | -50.6% | +546.4% | +475.7% |
| All | +926.5% | +1,302.3% | -375.7% | +434.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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