+654.4%
EWT vs BIL
+31.3%
+623.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.7% |
| 30D | -12.3% | +0.3% | -12.7% | -10.8% |
| 3M | -3.6% | +0.9% | -4.6% | +1.1% |
| 6M | +3.1% | +1.9% | +1.3% | +13.3% |
| YTD | +57.7% | +3.1% | +54.6% | +84.7% |
| 1Y | +60.3% | +3.7% | +56.6% | +92.8% |
| 3Y | +163.4% | +13.8% | +149.6% | +414.6% |
| 5Y | +127.4% | +20.2% | +107.2% | +502.2% |
| 10Y | +462.7% | +26.1% | +436.5% | +1,890.0% |
| All | +654.4% | +31.3% | +623.2% | +2,792.0% |
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