+973.8%
EWT vs BUD
+201.1%
+772.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +10.3% | -5.7% | +16.0% | +12.4% |
| 3M | +6.1% | +3.1% | +3.0% | +4.4% |
| 6M | +56.6% | +7.9% | +48.8% | +51.4% |
| YTD | +76.6% | +27.3% | +49.2% | +60.7% |
| 1Y | +97.9% | +37.8% | +60.1% | +74.6% |
| 3Y | +198.0% | +49.8% | +148.1% | +150.1% |
| 5Y | +151.8% | +43.8% | +107.9% | +110.3% |
| 10Y | +514.1% | -22.6% | +536.8% | +517.5% |
| All | +973.8% | +201.1% | +772.7% | +468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling