+156.4%
EWT vs ES
-2.9%
+159.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +1.6% | +1.4% | +0.2% | +1.5% |
| 30D | +8.2% | -1.2% | +9.4% | +8.3% |
| 3M | +11.1% | +5.0% | +6.1% | +10.4% |
| 6M | +60.4% | -2.8% | +63.3% | +60.6% |
| YTD | +75.6% | +8.6% | +67.0% | +73.6% |
| 1Y | +91.3% | +18.9% | +72.4% | +86.8% |
| 3Y | +200.3% | +32.1% | +168.1% | +185.9% |
| 5Y | +156.4% | -5.1% | +161.4% | +147.8% |
| All | +156.4% | -2.9% | +159.2% | +147.8% |
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