+127.4%
EWT vs BUD
+49.9%
+77.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +6.3% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | -12.3% | +7.4% | -19.7% | -14.1% |
| 3M | -3.6% | +4.3% | -7.9% | -5.0% |
| 6M | +3.1% | +5.3% | -2.2% | +0.9% |
| YTD | +57.7% | +33.2% | +24.5% | +43.8% |
| 1Y | +60.3% | +31.8% | +28.5% | +46.5% |
| 3Y | +163.4% | +47.8% | +115.6% | +128.5% |
| 5Y | +127.4% | +50.2% | +77.3% | +90.2% |
| All | +127.4% | +49.9% | +77.6% | +90.2% |
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