+594.1%
EWT vs BP
+168.3%
+425.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.7% |
| 7D | +4.0% | +3.9% | 0.0% | +2.5% |
| 30D | +10.3% | +7.6% | +2.7% | +7.1% |
| 3M | +6.1% | +0.7% | +5.4% | +5.0% |
| 6M | +56.6% | +15.5% | +41.1% | +45.6% |
| YTD | +76.6% | +30.8% | +45.7% | +55.8% |
| 1Y | +97.9% | +34.3% | +63.6% | +72.2% |
| 3Y | +198.0% | +35.1% | +162.9% | +154.1% |
| 5Y | +151.8% | +126.8% | +24.9% | +68.5% |
| 10Y | +514.1% | +123.4% | +390.8% | +274.4% |
| All | +594.1% | +168.3% | +425.8% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling