+452.3%
EWT vs BP
+143.9%
+308.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | +9.1% | +3.8% | +5.3% | +8.1% |
| 30D | -12.2% | -5.3% | -6.9% | -11.1% |
| 3M | -9.4% | +9.3% | -18.7% | -11.9% |
| 6M | +2.7% | +7.2% | -4.6% | -0.2% |
| YTD | +53.3% | +38.0% | +15.2% | +37.5% |
| 1Y | +59.2% | +33.2% | +26.0% | +44.0% |
| 3Y | +157.1% | +50.3% | +106.8% | +121.8% |
| 5Y | +119.6% | +114.1% | +5.5% | +67.4% |
| All | +452.3% | +143.9% | +308.4% | +306.6% |
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