+591.5%
EWT vs EFX
+1,289.1%
-697.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | +2.1% | -9.4% | +11.5% | +5.9% |
| 30D | +9.4% | -6.9% | +16.3% | +11.9% |
| 3M | +10.9% | +0.1% | +10.8% | +8.5% |
| 6M | +57.9% | -17.3% | +75.3% | +65.7% |
| YTD | +75.9% | -21.8% | +97.7% | +86.8% |
| 1Y | +89.7% | -32.5% | +122.2% | +112.8% |
| 3Y | +200.9% | -12.3% | +213.2% | +189.6% |
| 5Y | +154.5% | -36.6% | +191.1% | +171.4% |
| 10Y | +520.8% | +41.0% | +479.8% | +312.2% |
| All | +591.5% | +1,289.1% | -697.6% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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