+146.1%
EWT vs BUD
+44.8%
+101.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | +4.8% | -3.7% | +8.5% | +5.8% |
| 3M | +11.1% | -4.4% | +15.6% | +12.0% |
| 6M | +54.6% | +7.7% | +46.9% | +50.2% |
| YTD | +71.4% | +23.1% | +48.4% | +60.4% |
| 1Y | +82.1% | +33.6% | +48.5% | +66.1% |
| 3Y | +193.2% | +44.7% | +148.5% | +156.1% |
| 5Y | +146.1% | +44.9% | +101.2% | +110.4% |
| All | +146.1% | +44.8% | +101.3% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling