+502.6%
EWT vs EW
+126.7%
+375.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | +4.8% | -7.4% | +12.1% | +6.6% |
| 3M | +11.1% | +0.9% | +10.2% | +10.6% |
| 6M | +54.6% | +1.2% | +53.5% | +53.8% |
| YTD | +71.4% | +1.8% | +69.7% | +70.1% |
| 1Y | +82.1% | +10.8% | +71.3% | +76.9% |
| 3Y | +193.2% | +17.1% | +176.1% | +171.3% |
| 5Y | +146.1% | -28.2% | +174.3% | +152.9% |
| All | +502.6% | +126.7% | +375.9% | +369.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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