+502.6%
EWT vs BWA
+153.1%
+349.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +4.8% | -5.5% | +10.3% | +6.5% |
| 3M | +11.1% | -7.6% | +18.8% | +13.6% |
| 6M | +54.6% | +25.0% | +29.7% | +44.6% |
| YTD | +71.4% | +47.0% | +24.5% | +51.5% |
| 1Y | +82.1% | +54.0% | +28.1% | +58.2% |
| 3Y | +193.2% | +70.7% | +122.6% | +141.2% |
| 5Y | +146.1% | +86.7% | +59.4% | +92.6% |
| All | +502.6% | +153.1% | +349.5% | +314.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling