+164.5%
EWT vs BUD
+48.3%
+116.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +6.1% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | -12.3% | +7.4% | -19.7% | -13.5% |
| 3M | -3.6% | +4.3% | -7.9% | -4.5% |
| 6M | +3.1% | +5.3% | -2.2% | +1.6% |
| YTD | +57.7% | +33.2% | +24.5% | +47.0% |
| 1Y | +60.3% | +31.8% | +28.5% | +49.7% |
| All | +164.5% | +48.3% | +116.2% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling