+744.7%
EWT vs BIL
+30.4%
+714.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +2.0% |
| 7D | +4.0% | +0.1% | +3.9% | +4.4% |
| 30D | +10.3% | +0.3% | +10.0% | +12.2% |
| 3M | +6.1% | +0.9% | +5.1% | +11.4% |
| 6M | +56.6% | +1.8% | +54.8% | +71.9% |
| YTD | +76.6% | +2.4% | +74.1% | +99.8% |
| 1Y | +97.9% | +3.7% | +94.1% | +138.7% |
| 3Y | +198.0% | +14.2% | +183.8% | +493.7% |
| 5Y | +151.8% | +19.4% | +132.3% | +543.3% |
| 10Y | +514.1% | +25.2% | +488.9% | +1,988.6% |
| All | +744.7% | +30.4% | +714.3% | +3,026.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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