+590.1%
EWT vs BWA
+2,122.8%
-1,532.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +1.6% | +4.3% | -2.6% | +0.1% |
| 30D | +8.2% | -2.9% | +11.1% | +9.1% |
| 3M | +11.1% | -12.4% | +23.5% | +16.0% |
| 6M | +60.4% | +28.6% | +31.9% | +46.7% |
| YTD | +75.6% | +48.2% | +27.3% | +51.2% |
| 1Y | +91.3% | +50.9% | +40.4% | +63.1% |
| 3Y | +200.3% | +72.2% | +128.1% | +138.2% |
| 5Y | +156.4% | +91.1% | +65.3% | +90.8% |
| 10Y | +495.8% | +144.0% | +351.8% | +270.8% |
| All | +590.1% | +2,122.8% | -1,532.7% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling