+102.7%
EWT vs ES
+1.4%
+101.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.1% |
| 7D | -11.7% | +1.9% | -13.6% | -11.9% |
| 30D | -23.2% | +7.1% | -30.3% | -23.7% |
| 3M | -12.5% | -1.9% | -10.6% | -12.4% |
| 6M | -5.9% | +4.4% | -10.3% | -6.6% |
| YTD | +40.5% | +7.3% | +33.2% | +38.9% |
| 1Y | +43.7% | +2.1% | +41.6% | +42.6% |
| 3Y | +136.6% | +41.8% | +94.8% | +121.8% |
| All | +102.7% | +1.4% | +101.2% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling