+154.5%
EWT vs BP
+141.6%
+12.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | +2.1% | +4.0% | -1.9% | +1.3% |
| 30D | +9.4% | +7.8% | +1.5% | +7.5% |
| 3M | +10.9% | +8.4% | +2.5% | +8.5% |
| 6M | +57.9% | +15.1% | +42.9% | +50.9% |
| YTD | +75.9% | +36.4% | +39.5% | +59.7% |
| 1Y | +89.7% | +40.9% | +48.8% | +70.1% |
| 3Y | +200.9% | +38.8% | +162.0% | +166.1% |
| 5Y | +154.5% | +141.1% | +13.4% | +88.2% |
| All | +154.5% | +141.6% | +12.9% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling