+594.1%
EWT vs ES
+657.0%
-63.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +10.3% | -2.0% | +12.3% | +11.0% |
| 3M | +6.1% | +1.7% | +4.4% | +5.0% |
| 6M | +56.6% | -3.5% | +60.2% | +57.4% |
| YTD | +76.6% | +7.9% | +68.7% | +70.6% |
| 1Y | +97.9% | +17.2% | +80.7% | +84.7% |
| 3Y | +198.0% | +29.3% | +168.7% | +161.9% |
| 5Y | +151.8% | -5.7% | +157.5% | +144.0% |
| 10Y | +514.1% | +85.2% | +428.9% | +322.5% |
| All | +594.1% | +657.0% | -63.0% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling