+513.6%
EWT vs BP
+137.7%
+375.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | +5.2% | -6.4% | -2.5% |
| 30D | +4.5% | +8.7% | -4.2% | +2.1% |
| 3M | +8.3% | +9.3% | -1.1% | +5.2% |
| 6M | +54.2% | +13.6% | +40.7% | +47.2% |
| YTD | +74.6% | +37.7% | +36.9% | +57.1% |
| 1Y | +84.9% | +40.6% | +44.3% | +65.0% |
| 3Y | +197.5% | +40.3% | +157.2% | +162.0% |
| 5Y | +150.6% | +141.4% | +9.2% | +84.5% |
| All | +513.6% | +137.7% | +375.9% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling