+520.8%
EWT vs ES
+83.1%
+437.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +9.4% | -1.0% | +10.4% | +9.5% |
| 3M | +10.9% | +1.5% | +9.4% | +10.4% |
| 6M | +57.9% | -3.5% | +61.4% | +58.4% |
| YTD | +75.9% | +7.0% | +68.9% | +73.0% |
| 1Y | +89.7% | +15.3% | +74.4% | +83.4% |
| 3Y | +200.9% | +30.2% | +170.7% | +180.1% |
| 5Y | +154.5% | -4.3% | +158.8% | +151.3% |
| 10Y | +520.8% | +87.5% | +433.3% | +406.1% |
| All | +520.8% | +83.1% | +437.7% | +406.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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