+594.1%
EWT vs BWA
+2,165.8%
-1,571.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.9% |
| 7D | +4.0% | +5.7% | -1.7% | +2.0% |
| 30D | +10.3% | +1.4% | +8.9% | +9.6% |
| 3M | +6.1% | -12.1% | +18.2% | +10.8% |
| 6M | +56.6% | +28.6% | +28.1% | +43.2% |
| YTD | +76.6% | +51.1% | +25.5% | +51.1% |
| 1Y | +97.9% | +55.9% | +42.0% | +66.8% |
| 3Y | +198.0% | +70.1% | +127.9% | +137.3% |
| 5Y | +151.8% | +90.7% | +61.1% | +87.5% |
| 10Y | +514.1% | +154.0% | +360.2% | +276.8% |
| All | +594.1% | +2,165.8% | -1,571.7% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling